High Touch Trading

Gain a partner, not a counterparty

When the stakes are high or the trade is complex, the road to best execution demands a combination of human expertise and advanced electronic tools. No one knows our algorithms, analytics, and trading tools better than our traders. And, because we’re an agency-focused brokerage, the guidance you get is served up with your best interest in mind.

From difficult single stock trades or lists to international securities and derivatives, we make every aspect of institutional trading work together harmoniously. We offer trade cost and execution analysis, innovative liquidity access tools and platforms, derivatives expertise, technology implementation assistance, and insightful market commentary.

Portfolio Trading

One call to ITG Portfolio Trading puts you in touch with experts in every region who work to help you source liquidity while avoiding hidden pitfalls. As one of the world’s leading independent execution brokers, as well as an innovator in electronic trading, we are well qualified to handle even the biggest, most complex portfolio trades.

We also provide insightful index research, analyzing the likely impact of major index additions, exclusions and reweightings and offering guidance to portfolio traders in the run-up to these events.

Our offices in North America, Europe, and Asia Pacific provide you with electronic and high-touch trading access to more than 40 different countries. Ask us for insights on any market and take advantage of our regional expertise, dedicated client support, and global liquidity.

Available for: Equities

Available in: Asia Pacific, Canada, EuropeUnited States

From the Blog

September 01, 2016

A Side-by-Side Comparison Between ITG’s Size-Adjusted Spread Cost Estimates and the “True” Realized Costs of Institutional Investors

ITG’s size-adjusted spread (SaS) cost estimates provide guidance on the anticipated costs associated with instantaneous spot trade executions, measured relative to the prevailing mid-quote rate at the trade time. The underlying data for our model contains dealer quotes from 6 global banks and 5 major ECNs. By varying the manner in which we consolidate the limit order book across trading venues / liquidity providers, we are able to reflect different trading styles and credit tiers as well as varying degrees of sophistication of market participants. The use of the empirical limit order book enables us to construct cost estimates for instantaneous trading at various consolidation levels, deal sizes, as well as at various times of the day.

Onur Albayrak

Researcher, Financial Engineering

Milan Borkovec

Managing Director, Head of Financial Engineering

RECENT AWARDS

  • 2015 – #1 among Greenwich Priorities for Equity Algo/Smart Order Routing Trades

    Greenwich Associates Europe

  • 2015 – #1 for Best Pre- and Post-Trade Analysis for Algorithmic Trades

    Greenwich Associates Europe

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