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: Institutional buyers dominated sellers in VYNE at 1600 on 20221006

AbleMarkets: Institutional sellers dominated buyers in the U.S. stocks at 1600 on 20221006

AbleMarkets: Institutional buyers dominated sellers in SPY at 1230 on 20221006

This chart shows distribution of institutional flows for SPY: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SPY at 1230 on 20221006. As the chart shows, 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.

AbleMarkets: Institutional sellers dominated buyers in the U.S. stocks at 1130 on 20221006

AbleMarkets: Institutional sellers dominated buyers in SPY on 20221005

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 20221005. As the chart shows, most recently there is more mass on the sellers side of the institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 0.5%. This implies that the trend has been neutral.

AbleMarkets: Top Institutional Buy Flows % on 20221005

The top five U.S. equities by Institutional Buy flows on 20221005 were: KNTE, XRAY, MRK, MRC, and PCB.

AbleMarkets: Top Institutional Sell Flows % on 20221005

The top five U.S. equities by Institutional Sell flows on 20221005 were: ARR, AUD, ATHX, AMRK, and TTCF.