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

Determine your universe: the index is distributed per financial instrument.
Sign up for intraday, daily or weekly the index for the financial instruments of your choice.
Receive your data in any or all of the following ways:

Visual online dashboard
AWS S3
FTP

Use AbleMarkets research to integrate profitable AbleMarkets strategies into your methodologies.
Capture the benefits and improve your bottom line.

Latest research

AbleMarkets: Top Institutional Buy Flows % on 20220811

The top five U.S. equities by Institutional Buy flows on 20220811 were: NSTG, JBGS, G, CNA, and SBH.

AbleMarkets: Top Institutional Sell Flows % on 20220811

The top five U.S. equities by Institutional Sell flows on 20220811 were: BAH, FWONK, IIPR, TPTX, and LESL.

AbleMarkets: Institutional buyers dominated sellers in SPY on 20220811

This chart shows distribution of institutional flows for SPY: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SPY on 20220811. As the chart shows, most recently there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 0.8%. This implies that the trend has been neutral.

AbleMarkets: Institutional sellers dominated buyers in ESPR at 1600 on 20220811

AbleMarkets: Institutional sellers dominated buyers in NKE at 1300 on 20220811

AbleMarkets: Institutional buyers dominated sellers in CALM at 1130 on 20220811

AbleMarkets: Top Institutional Buy Flows % on 20220810

The top five U.S. equities by Institutional Buy flows on 20220810 were: SLGN, LILAK, VIAV, KALV, and WSC.

AbleMarkets: Top Institutional Sell Flows % on 20220810

The top five U.S. equities by Institutional Sell flows on 20220810 were: GBIO, INBX, OLMA, RGP, and CADE.