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.
