Spread Cost Analysis is an essential tool for traders who need to examine the performance of their trading strategies and associated tactics. This data can be used in algo optimisation, pre and post trade analysis and best execution reporting, and can be integrated with portfolio or client level data via the API. Spread Cost Analysis […]
In this edition of the Explainers, we look at the Business Intelligence tools, which help management and individual traders monitor and analyse the Firm’s business flows at highly granular levels. Business Intelligence consists of three main components: The Business Summary dashboard shows how a Firm’s volumes and market share have progressed over recent months. The […]
In this edition of the Explainers, we look at the Pre-Trade Analytics tools available within Trade Explorer. Pre-Trade Analytics consists of a suite of metrics and visualisations that help you to investigate the likely implicit cost of a large trade, given different parameters such as recent share price volatility and expected liquidity. The user is […]
In this edition of the Explainers, we look at the Pre-Trade Analytics tools and specifically the Estimated Trading Cost function. This helps traders to understand the expected impact of a larger trade, using different execution strategies. Because market conditions change quickly, even in highly liquid names, the key benefit of the tool is to enable […]
In the fourth of our JSE Trade Explorer Explainers series, we will be looking at some data on Average Daily Volumes and Market Share. The Activity History is a submenu of the Market Share Analytics screen.You can find previous versions of the JSE Trade Explorer Explainers at the foot of each screen in the Resources […]
In this episode of the Explainers, we will look at how JSE Trade Explorer differentiates between Aggressive Orders and Passive Orders, which is an important concept underlying several of the metrics such as the Maker/Taker ratio. While you will not see any references to these terms in graphs, filters or tables on the website, some […]
Spreads are measures of market liquidity and implicit trading cost and come in several different flavours. Spread analytics can be found in this menu. While generic spreads relating to any given market or instruments are easily found in public data, it is more difficult to obtain measures of the actual spreads experienced by trading firms […]
This note is the first in a series of user guides and tips to help you familiarise yourself with the JSE Trade Explorer website. In further topics, we provide insights into the site content, covering the main features and analytics that are available. Resources, Frequently Asked Questions and Methodology First of all, please note the […]