AbleMarkets Institutional Investor Activity Index

30-min average of institutional participation as a % of volume traded

The first public source of intraday institutional activity in the U.S. and international markets.

It is difficult to get an accurate picture of institutional activity in the markets. The traditional methods for getting a sense of institutional activity, such as surveys or calling people on the phone, are slow and can be inaccurate. AbleMarkets IAI uses publicly available microstructure data to provide a 30-minute average of institutional participation in each of the U.S. traded securities. This index is derived using the latest research on microstructure and Big Data, so you can trust that it is accurate and up-to-date



Benefits

  • The index delivers market transparency.
  • Benchmark your investments, manage risk or hedge your positions according to what other institutions are doing.
  • Predict intraday prices: prices rise in wake of institutional buying.
  • Use data to trade options: volatility decreases following periods of institutional buying.
  • Pinpoint block order flow.
  • Incorporate into your 10-Day VaR to manager risks better.

Process

  1. Determine your universe: the index is distributed per financial instrument.
  2. Sign up for intraday, daily or weekly the index for the financial instruments of your choice.
  3. Receive your data in any or all of the following ways:
    • Visual online dashboard
    • AWS S3
    • FTP
  4. Use AbleMarkets research to integrate profitable AbleMarkets strategies into your methodologies.
  5. Capture the benefits and improve your bottom line.

Sign up now

Latest research


AbleMarkets IIA Index Shows Institutional Flows Highly Persistent

AbleMarkets IIA Index Shows Institutional Flows Highly Persistent

- SEE THE INSTITUTIONAL FLOW - BE AHEAD OF THE GAME - MAKE SMART INVESTMENTS

<p>AbleMarkets has released its latest IIA Index, which shows that institutional investors are highly persistent in their flows. The findings could have implications for quant traders and CFOs alike. Stay tuned for more from AbleMarkets, including analysis of the data and what it means for the markets.</p><p></p><p></p><p></p><p>AbleMarkets Institutional Investor Activity (IIA) Index shows that institutional flows are highly persistent. Institutional flows are the trades generated by large professional investing corporations, such as pension funds, mutual funds, hedge funds, etc. Often, trading decisions in such organizations take a long time, and the investment horizons exceed months or even quarters. Most importantly, large institutions when they trade execute very large positions. Such large positions cannot be processed in one go, so we detect highly correlated institutional flows from one day to the next.</p><p></p><p></p><p></p><p>For example, the Figure shows top net institutional buy flows recorded at the end of day yesterday, November 28, 2022. The flows shown are the highest net buy and were computed as averages of all the net intraday flows. The highest institutional net buy flow instruments were: Invesco DB US Dollar Index Bullish Fund (NYSEARCA:UUP), eHealth Inc. (NASDAQ: EHTH), Sonic Automotive Inc. (NYSE:SAH), O'Reilly Automotive Inc. (NASDAQ:ORLY), United Natural Foods Inc. (NYSE:UNFI). For all of the stocks shown in the Figure, the net institutional flows this morning also continued to be positive. </p><p></p><p></p><p></p><p>To sum it up, the flows of institutional investors are highly persistent and understanding them is essential to predicting future market movements. By subscribing to AbleMarkets Monthly, you'll receive alerts with our latest IIA readings every AM so you can stay on top of what's happening in the markets. As an institution or professional who makes decisions affecting millions of dollars, can you afford not to be a subscriber?</p><p></p><p></p><p></p><p>Benefits:</p><p></p><p></p><p></p><p>SEE THE INSTITUTIONAL FLOW - The AbleMarkets Institutional Investor Activity (IIA) Index is a must-have for all investors. The index shows that institutional flows are highly persistent and can be used to predict future market movements.</p><p></p><p>BE AHEAD OF THE GAME - Trading decisions in large organizations often take a long time, and the investment horizons exceed months or even quarters. Use the IIA Index to be ahead of the game and make profitable investment decisions.</p><p></p><p>MAKE SMART INVESTMENTS - The IIA Index is also predictive, meaning that you can use it to anticipate future market movements. With this valuable information, you'll be able to make smart investments and increase your portfolio's performance.</p><p></p><p></p><p></p><p>To subscribe today, please <a href=”https://app.ablemarkets.com/subscribe”>click here</a> or email irene@ablemarkets.com.</p><p></p><p></p>



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