Some brokers are serving clients who have the most sophisticated requirements for realtime benchmarking of order execution analytics. A wide range of benchmarks are calculated including performance against ‘VWAP limit’ (while coping with the complexities of multiple/rapid amendments of order limit price).
Listen to all order and execution events from the order management system and execution feeds
A sophisticated set of analytics are calculated realtime tick by tick that compare each orders’ performance against market activity & alerts on slippage
Flexible tools akin to a pivot table concept allow users to dynamically interrogate and analyse the order flow
Contact Genesis so that we can explore opportunities and your needs for new client innovation solutions.Contact Genesis