Signals
Powering data-driven trading decisions
As the adoption of third-party AI and predictive signals continues to grow, the Exegy Analytics offering is well-positioned to meet these industry needs. Our unique data sets empower systematic and quantitative traders to navigate the U.S. equity market more effectively.
Our trading signal portfolio includes:
- Price Signals – Predict the direction and timing of price changes
- Volume Signals – Identify and track institutional order flow
Designed and built by our in-house, experienced team led by Andy Lee, Head of Quantitative Research, our trading signals combine Exegy’s unique position at the heart of global data centers with the latest AI and machine learning.
The value of these data sets is tested and proven with proprietary algorithms and trading models that showcase the accuracy and utility of the data.
Identify New Alpha
Achieve Better Fills
Reduce Slippage
Not sure what works best for you?
Price Signals
Signum, Exegy’s price trading signals product, predicts the direction and timing of changes to National Best Bid and Offer (NBBO) prices. Independent probabilities are appended to every quote, resulting in over 10B signals/day for US equities. Dynamically select accuracy thresholds to customize signal performance for each trading strategy.
Exegy Real-Time signals are available for US Equities directly from the Exegy Ticker Plant. If your business doesn’t require a ticker plant in your infrastructure, these trading signals are also available as intraday or end-of-day summary files.
Our accurate predictions of quote price changes allow execution strategies to target pools of available liquidity reliably. Exegy’s proven signals saves significant time and resources for busy quant trading teams, allowing firms to focus on finding alpha and reacting to opportunistic trades faster.
Volume Signals
Iceberg Order Detection and Tracking
Exegy’s volume signals, called Liquidity Lamp, illuminate the presence of hidden order types, called Iceberg or Reserve Orders, highlighting opportunities to trade larger sizes with less slippage.
Institutional investors use these orders to minimize market impact by only revealing a fraction of the actual order size. Understanding these orders is crucial for quantitative traders as they often indicate significant market sentiment and movements.
Whether trading intraday or multi-day strategies, Exegy’s Liquidity Lamp helps you track and detect opportunities throughout the day and ahead of market close.
Flexible Delivery Options
For strategies with less turnover and longer hold periods, we can provide a daily summary of hidden order activity. In addition, we have an option to receive the file in near-real time (delivered every 10 minutes). This timely indicator of institutional trading activity provides faster insights than Form 4 and 13F regulatory filings.