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AbleMarkets Daily Aggressive #HFT Index Is Now Available on Quandl

To access the data on Quandl right now, please click here.

Updated daily, AbleMarkets Daily Aggressive HFT Index is the first database to document aggressive HFT activity in the U.S. equity markets, so that you can understand and manage aggressive HFT participation in your investments. This database provides 5+ years of history, for the Aggressive HFT activity, for the U.S. companies comprising Russell 3000 index, allowing you to backtest and validate HFT-hedging strategies on the most commonly-held stocks. The database is expanding to other names and asset classes in the near future.

Key features:

  • The data is the first public source of aggressive HFT activity in the U.S. markets, allowing you to:
    • Measure aggressive HFT impact on your investments, so that you can objectively understand and minimize your aggressive HFT exposure
    • Monitor aggressive HFT presence in the instruments of interest, so that you can avoid investing in instruments with or without aggressive HFT
    • Hedge aggressive HFT exposure in your portfolio, so that you maximize your returns while minimizing the costs and risks associated with the aggressive HFT
    • Perform many more analyses previously considered impossible, so that you can further improve your portfolio performance.
  • The data comes with personalized support and direct contact with the principal data curators, so that all your questions are answered within a short time frame

 

About AbleMarkets

AbleMarkets is a leader in market microstructure analytics, co-founded by Irene Aldridge, an expert in high-frequency trading (author of High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems, Wiley, 2nd edition). ABLE Markets has pioneered the space since 2007, so that today you can deploy a range of reliable tools to increase portfolio returns, reduce execution costs and reduce risks by using our market microstructure intelligence. Delivered seamlessly, our world-class quantitative and high-frequency research is used by high- and low-frequency fund managers, brokers, exchanges and family offices.

To access the data on Quandl right now, please click here.