February 2021

Analytics Portal
Turn data into action

The latest release of Virtu’s Analytics Portal let’s you tap into data-driven, actionable insights that span the entire trade lifecycle. Newly integrated pre-trade tools provide transparency and decision support to help mitigate risk and manage implementation costs across global equities.

Sharpen your sense of cost impact

With Agency Cost Estimator (ACE) preview the cost impact of your strategy selection in 75 countries

  • Review the expected market impact for various strategies including VWAP, TWAP, PWP and a modeled optimization. Fine tune settings for opening and closing bins, min and max participation rates.
  • Standard deviation of cost helps to explain potential variability given market conditions
  • Opening auction and closing auction costs allow for quick review and alteration of auction-only trading

Transaction data portability tools

Integrate your data collection of single securities and trade lists for holistic performance analysis

  • Pull-in your data  from Virtu’s Triton EMS on demand and/or upload your data from third party sources. Also available through an API and an excel add-in.
  • Dynamically define trade list netting
  • From the list view, click-through to a single-security for in-depth analysis
  • Smart market indicators provide views of current vs historical trading conditions in volume, volatility and spread to help identify market regime shifts in real-time

Stay connected, share the data

  • Edit and share your insights within your organization
  • Export to PDF
  • Directly integrate views to internal systems through our Open Technology APIs

Coming Next

Compare ETF costs to the underlying constituents 
Open eNAV straight from pre-trade

Compare multiple strategies in one view