Itg Software Solutions, Inc.

Robert D Sinclair

Milan Borkovec

Ian Domowitz

Jian Yang

Hans Heidle

Vitaly Serbin

Yossef Brandes

A system and method for allowing market participants to evaluate the likelihood of finding hidden volume. The model can predict hidden volume and assess the probability that a market order will be executed within the spread and better than the mid-quote. The cost per immediate execution can be assessed.

Algorithmic trading system and method

A trading platform computer system for detecting an abnormal trading condition of a security uses real-time and estimated values of one or more variables associated with the condition of the security to generate one or more analytic metrics that are compared to empirical distributions based on one or more peer groups for the security. An indicator can then be displayed to a trader as an indication of the abnormal condition.

System and method for generating real-time indicators in a trading list or portfolio

A system and method for detecting an abnormal trading condition of a security uses real-time and estimated values of one or more variables associated with the condition of the security to generate one or more analytic metrics that are compared to empirical distributions based on one or more peer groups for the security. An indicator can then be displayed to a trader as an indication of the abnormal condition.

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Framingham, MA, United States of America

Robert D Sinclair