POSIT Alert

POSIT Alert is an indications system that anonymously delivers institutional block crossing opportunities to your desktop. POSIT Alert seeks to eliminate time-consuming negotiations, reduce costs, and improve performance, all while maintaining anonymity.

Receive notifications of available liquidity from the uncommitted shares of participating buyside clients, combined with order flow in POSIT and ITG Algorithms®.

In North America to further improve the quality of the POSIT Alert community, we’ve introduced PowerScore™ to rank active participants on a scale of 0 to 100 (best) based on their trading behavior. High scorers are those who contribute liquidity to the pool, respond quickly, firm up, and firm up in size.

 


 

Request a demo

Request a demo

Available for: Equities

Available in: Asia Pacific, Canada, Europe, Latin America, United 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

Product Finder

Product finder
Select product attributes from the lists below: