Execute with quality
Improve fill rates with real-time forecasts of lit and hidden liquidity. Reliably capture better prices with real-time predictions of price movements.
Achieve better fills with less risk
Sweeping is dumb - execute smarter. Achieve reliable price improvements with real-time predictions of market dynamics - in your favor or against you. Illuminate your order slicing strategies with knowledge of hidden orders and reliable predictions of their sizes. Deftly navigate fragmented markets and liquidity mirages with Signum.
Transform slippage risk into price improvement opportunity
Reliably take the best price now or a better price in microseconds. Signum’s Quote Fuse signal provides accurate predictions of when the next quote price movement will occur with every market data tick. When combined with our Quote Vector signal, you trade with a complete prediction of quote price dynamics.
Avoid stale prices and toxic trades
Dive into real liquidity pools rather than dry mirages or shark-infested waters. Signum’s accurate predictions of imminent quote price changes can be used to identify stale quotes on remote markets. Our research also shows that combining these predictions with venue identifiers helps identify toxic trading conditions such as artificial spread compression. Read our whitepapers to learn more.
Get aggressive with less risk
Optimize fill rates and average prices by sending larger orders to venues with hidden liquidity. Signum’s Liquidity Lamp signal reliably identifies and tracks hidden orders at specific price points. Signium’s Searchlight signal accurately estimates the size of hidden orders that are identified by Liquidity Lamp. It’s like X-ray vision for your execution algo. Execute larger orders faster with less risk.
Forecast up to 70% of intraday flow
Skip the mirage - dive into real liquidity pools. The majority of intra-day trades occur during the prelude to a quote price change. Signum’s accurate prediction of imminent quote price changes - Quote Fuse - allows agency brokers to reliably target pools of available liquidity. Read our whitepapers to learn more.
Intraday Liquidity Forecasted by Quote Fuse
of intraday volume is traded in the 50 millisecond prelude to a new quote price
- Signaled Liquidity
- Not Signaled Liquidity
Identify over 3 million hidden orders per day
Hidden orders in the market are significantly larger than visible orders and they beget concentrations of trading activity - up to 100x more executions per unit time. Signum’s accurate identification of reserve orders - Liquidity Lamp - and estimation of their size - Searchlight - allow algo traders to make more informed trading decisions. Read our whitepapers to learn more.
Signum changes everything
Imagine what you could achieve if every market data update delivered to your trading application contained accurate predictions of future market dynamics. By making this a reality, Signum redefines what’s possible for electronic trading strategies. Serious returns await you. Start exploring Signum demo data now.
Signals generated in less than a microsecond.
Signum’s marriage of new data science and Exegy hardware-acceleration mojo results in game-changing prediction speed.
User selected accuracy thresholds.
Algos can dynamically tune signal accuracy (and resulting frequency) to maximize trading performance.
Zero data center footprint.
Signum engines are embedded in Exegy market data appliances with no additional data center space or power required.
Signals delivered synchronously with market data.
Signum delivers signals and normalized market data in tandem to radically simplify algo development.
On-demand signal performance metrics.
Access detailed signal performance metrics and historical trends on-demand via the Signum customer web portal.
Signum is the first fully managed Signals-as-a-Service offering backed by a global team of experts in New York, London, Hong Kong, and Saint Louis.
"Signum is a perfect complement to the signals we build in-house and the alternative data we buy from other vendors. Receiving accurate predictions with every market data tick opens up new possibilities for us."