End-of-Day and Intraday Summary Data
Liquidity Lamp Summary (LLS) is a end-of-day or intraday summary of Exegy Signum’s real-time Liquidity Lamp signal. It provides a summary of natural investors’ buying and selling activities. For each listed security it summarizes trading activity using reserve order types:
Volume – at bid, at ask, net (volume at bid – volume at ask), and total
Notional Value – at bid, at ask, net (volume at bid – volume at ask), and total
Volume Weighted Average Price – at bid, at ask, net (volume at bid – volume at ask), and total
Knowing that a CEO has just sold millions of shares or which particular stocks are favored by leading hedge fund managers can make or break retail investors and professional traders alike.
Alpha cloning is one of many strategies that LLS data is capable of fueling, but its usefulness doesn’t stop there. LLS fuels three long/short index strategies, that can be found here.
Signum’s mission is to democratize access to predictive analytics and help firms stand on equal footing with the lowest-latency players in the game. Liquidity Lamp Summary data is available on third-party data marketplaces like CloudQuant, allowing firms to test and research our data affordably.
Click here to learn more about how Signum makes predictive analytics affordable and accessible.
Signum’s strategies boast 4x better returns and 10x less risk when compared with the S&P 500. Our long-short strategies beat passively investing in the index every time.
Click here to learn more about Octane and its companion strategy, Diesel.
Reducing Alpha Decay
As the use of predictive signals increases so too does the risk of alpha bleed. Signum combats this with customizable thresholds on our real-time signals and ever-changing strategies derived from our summary data.
Click here to learn more about Alpha Decay with AI and Predictive Signals.
Our team tailors a solution to your firm’s needs.
An Exegy representative contacts you to discuss your needs and challenges.
We help you determine the feeds and data delivery method you require, to begin formulating a solution plan.
Our experts work with industry-leading partners to find the right vendors for your system.
We present you with a comprehensive solution to best suit your needs.
Rollout Timeline & Contract
Our team crafts and sets up your custom solution, handing it over to your very own customer team provided by Exegy that will manage it for you.
More About Exegy
Exegy and Bookmap have partnered to launch OmniFeed, which offers real-time depth-of-book market data for US futures and equities.
Exegy’s direct market data feed solution won the award for Best Low Latency Data Feed – Direct at the TradingTech Insight USA Awards 2022.
Morgan Slade, CEO of CloudQuant, joined us last week to talk about Signum’s Liquidity Lamp Summary Data. We talk about finding the edge, how this data is different than anything…