We read and process ALL the regulatory announcements for you, so you can just receive an alert! (Email, text or app)
Available history: from January 2015
MoreWe reverse-engineer institutional execution algos so you can track and benchmark performance intraday. Predictive.
Available history: from 2017
MoreStop worrying about HFT and get the facts. We identify and track the latest HFT algos. Intraday. Predictive.
Available history: from 2016
MoreDate: 2023-02-03 18:59:07 GMT
AbleMarkets Corp Filings AI Index is a data-driven aritificial intelligence tool that analyzes and predicts the movements of key stocks and indices.
Date: 2023-02-02 17:18:15 GMT
AbleMarkets identified positive high-frequency trading and neutral institutional flows for Stanley Black & Decker (NYSE:SWK). This analysis from AbleMarkets suggests robust market stability for SWK over time.
Date: 2023-02-01 20:05:22 GMT
The AbleMarkets NewsAI Index is a powerful tool that uses artificial intelligence to predict stock movements up to 60 days ahead.
Date: 2023-02-04 17:37:42 GMT
Date: 2023-02-04 12:15:03 GMT
Date: 2023-02-04 10:46:53 GMT
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Equities with the highest Aggressive HFT participation (average of buy and sell daily AHFT flows) in the U.S. markets as of February 03, 2023:
Equities with the highest Institutional Activity (average of buy and sell daily institutional flows) in the U.S. markets as of February 03, 2023:
January 30, 2023
Get a Step Ahead of the Market Volatility with NewsAI
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January 25, 2023
AbleMarkets Shows When Institutions Taper Risks
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January 11, 2023
AbleMarkets NewsAI Index Predicts U.S. Markets 20 Trading Days Ahead
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January 4, 2023
AbleMarkets Institutional Activity Index: Out-of-the-money near-expiration options strategies show promise
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December 15, 2022
Introducing AbleMarkets Composite MarketFlowAI
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December 6, 2022
AbleMarkets Retail Flow Index (RFI)
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November 9, 2022
Why the AbleMarkets Institutional Investor Activity Index is a must-follow for quants
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October 13, 2022
AbleMarkets Aggressive HFT Index: Longer Hold Times + Execution Delays Using Adj Close Reference DataSeptember 13, 2022
Momentum and Mean-Reversion with AbleMarkets Aggressive HFT IndexAugust 5, 2022
AbleMarkets Institutional Activity Index outperforms the S&P 500 by nearly 30% this yearMarch 17, 2022
Institutional flows highly predictive on the day-ahead basisMarch 1, 2022
Institutional activity quarterly reversal Leads to high quarter-long profitabilityFebruary 15, 2022
NEW PRODUCT ALERT: AbleMarkets RegAI Index summarizes regulatory filings on a convenient "likely to drive price up" 0-100 scale. Cumulative performance across Russell 3000 shown below. Contact us today!February 1, 2022
Optimizing Execution and Market-Making with Daily SmartVWAP by AbleMarkets.Abstract: Following AbleMarkets flows in U.S. equities helped execution managers outperform VWAP by $0.5-$0.90 per share over the past year. The exact performance varies from stock to stock. Below is the 2021 SmartVWAP performance for some of the widely held issues:
October 11, 2021
AHFT participation varies over time. AHFTs prefer higher-priced stocks.July 2021
Concentrated Portfolio Implementation with AbleMarkets Institutional Investor Activity (IIA) IndexAbstract: AbleMarkets Institutional Investor Activity (IIA) index provides quant researchers the ability to construct flexible portfolios depending on the mandate:
May 2021
AbleMarkets Institutional Activity Predicts 5-, 10-, 20 and 60-Day BetaAbstract: Beta is commonly used in portfolio management, hedging and other risk management, options trading and more. In this paper, we show that market-microstructure derived identification of institutional flows are highly predictive of future beta realizations computed out-of-sample over 5-, 10, 20- and even 60-days ahead. We present the results of the predictability analysis along with a sample use case: a successful market-neutral strategy utilizing the analysis. We find that AbleMarkets institutional activity, both buy and sell, the difference in AbleMarkets Aggressive HFT activity and the security in-sample return are highly predictive of future beta realizations. Prior betas are not predictive of future betas in most cases. The sample risk-neutral portfolio built with AbleMarkets Institutional Activity index and AbleMarkets Aggressive HFT index generates over 50% per annum in all market conditions, including the COVID crash.
May 2021
Case Study: How Daily Flows Impact EUR/USD PricesAbstract Institutional and Aggressive HFT flows are highly predictive of impending price changes across a range of financial instruments. This study shows the flow predictability of EUR/USD foreign exchange currency pair prices over the last five years. As the study shows:
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"AbleMarkets performs thorough research. With timely delivery, [AbleMarkets] feeds make positive impact on my daily job." -- Execution Manager, major quant fund.
"We rely on AbleMarkets for innovative and meaningful content." -- Quant Researcher, major hedge fund.
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