Quote Fuse
Knowing whether a price is stable or about to change is powerful. Optimize your fills and squelch your risk with Quote Fuse’s real-time predictions of quote price stability.
Download WhitepaperStable, Real-Time Predictions
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 execution strategies to reliably target pools of available liquidity.
Quote Fuse works by delivering a new prediction of bid and offer price stability on every real-time quote event for the National Best Bid and Offer (NBBO). Specifically, the prediction is a pair of probability values – one for the bid and one for the offer. Each value is the probability that the price will change in less than 50 milliseconds.
Timing is Everything
When combined with our Quote Vector signal, clients can trade with a complete prediction of quote price dynamic allowing them to reap handsome returns, improve execution, and dramatically reduce slippage.
Knowing whether a price is stable or about to change is powerful. Optimize your fills and squelch your risk with Quote Fuse’s real-time predictions of quote price stability.
Forecast 70% of intraday flow
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 execution strategies to reliably target pools of available liquidity.
Use Cases
Download Whitepaper
Dial in your desired accuracy
The majority of intra-day trades occur during the prelude to a quote price change. Signum’s Quote Fuse delivers a new prediction of bid and offer price stability on every real-time quote event. Specifically, the prediction is a pair of probability values – one for the bid and one for the offer. Each value is the probability that the price will change in less than 50 milliseconds. You select the right probability thresholds upon which to act.
Accuracy Thresholds
57.8% of intraday volume is traded in the 50 millisecond prelude to a new quote price
- 59.10% Signaled Liquidity
- 40.90% Not Signaled Liquidity
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