Dynamic VWAP calculations for specific time periods target trader activity and eliminate daily noise
AMPLIFY
- Summa collects block order and fill information from multiple OMS systems as well as daily activity market data in target security
- Batch load of daily data created consolidated audit trail of trading activity for periodic analysis of trading effectiveness
TARGET
- Dynamic VWAP calculations for specific time periods target trader activity and eliminate daily noise
- Proof of process reporting provides tools for senior management and regulatory needs at the single trade level or over any time period
- Trade analytics provide detail on market sensitivity
INNOVATE
- Inefficient and costly process of Excel based data capture (done by separate traders) was eliminated.
- Single source of truth across the Trading enabled more productive internal analysis.
- Customer experience during sales and service was greatly improved.