LiquidMetrix WorkStation to Compliance Solutions

Compliance and Best Execution in a fragmented European market


Many firms are spending more and more time and effort investigating best execution outliers. In a post-MiFID world where instruments are traded across multiple venues and prices can change hundreds of times in a second, defining suitable benchmarks and identifying 'true' outliers can be very challenging.

Intelligent Financial Systems has developed the LiquidMetrix WorkStation specifically to address these challenges. Highlights include:

  • benchmarks for all European venues. Assess your execution performance against one or more venues of your choice, changing your selection at the click of a button;
  • separation of 'real' outliers that require your attention from 'false' outliers attributed to factors such as insufficient market liquidity or timestamp inaccuracies;
  • the ability to analyse sub-sets of your trades grouped by trade attributes including client, counter party, trader, instrument, broker, trading network or settlement period;
  • performance analysis of large orders executed as multiple fills across one or more markets. Assess the order as a whole and drill down to analyse the individual fills;
  • the option to benchmark at different times in the execution lifecycle including order arrival time, quote time and individual fill times and the LiquidMetrix HiLo benchmark, which takes latencies into account;
  • tools to view and replay single venue and consolidated order books and time & sales at and around the time of any trade;
  • simple, clear and easy-to-generate performance and outlier reports for any trading period (daily, weekly, monthly, yearly) and sub-sets of your trades;
  • More...


Not just a compliance tool

You can use the LiquidMetrix WorkStation for internal compliance checks, to monitor and improve your trading performance and to generate comprehensive, independent performance reports for your clients.

LiquidMetrix uses the latest technology to give you access to your daily updated Best Execution statistics using a +100TB database of full depth order-by-order market data from all European venues.


Let us help

Contact us at liquidmetrix@if5.com or call +44 (0)207 379 7328 to arrange a demonstration of how we can help your organisation and your clients.


Disclaimer

The information contained within this website is provided for information purposes only. IFS will use reasonable care to ensure the accuracy of the information within this site. However, IFS will not be held liable for any errors in the information provided within this website or for accuracy or completeness of the information, or for delays, interruptions or omissions therein, any difficulties in receiving or accessing the website and/or for any loss direct or indirect (including without limitation, loss of profits or consequential loss and indirect, special or consequential damages) howsoever arising and whether or not caused by the negligence of IFS, its employees or agents. The information contained within this site may be changed by IFS at any time.

The information available within this website may include ‘Evaluations’ which are not reflections of the transaction prices at which any securities can be purchased or sold in the market but are mathematically derived approximations of estimated values. Nevertheless, reference may sometimes be made to Evaluations as pricing information, solely for convenience or reference. Evaluations are based upon certain market assumptions and evaluation methodologies reflected in proprietary algorithms and may not conform to trading prices or information available from third parties. No liability or responsibility is accepted (and all such liability is hereby excluded) for any information or ‘Evaluations’.

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