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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.

Tracking institutional order flow is a key use of LLS data, but the benefits don’t stop there. LLS fuels three long/short index strategies, that can be found here.

Use Cases

  1. Retail Investors

    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.

  2. Long-Short Strategies

    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.

  3. 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.

Getting Started

Our team tailors a solution to your firm’s needs.

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  1. Consultation

    An Exegy representative contacts you to discuss your needs and challenges.

  2. Requirements

    We help you determine the feeds and data delivery method you require, to begin formulating a solution plan.

     

  3. Vendor Planning

    Our experts work with industry-leading partners to find the right vendors for your system.

     

  4. Solution Review

    We present you with a comprehensive solution to best suit your needs.

     

  5. 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.

     

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