FlexTrade Launches FlexEdge Daily Alpha Blog


FlexTrade Systems, Inc., a global leader in multi-asset order and execution management systems, today debuted its new FlexEdge Daily Alpha blog, which illustrates the advanced alpha forecasting capabilities inherent in the FlexEdge predictive analytics trading solution.



Provides Performance Snapshot of a Specific S&P 100 Stock for the Prior Day 

NEW YORK, September 14, 2015 – FlexTrade Systems, Inc., a global leader in multi-asset order and execution management systems, today debuted its new FlexEdge Daily Alpha blog, which illustrates the advanced alpha forecasting capabilities inherent in the FlexEdge predictive analytics trading solution.

FlexEdge Alpha is a trade-timing tool based on a rigorous research effort that supplies intraday and overnight return forecasts.  The Intraday forecast horizons range from 15 to 375 minutes in increments of 15, while the overnight forecasts include 1-day and 2-day horizons.  Over the past two years, FlexEdge Alpha forecasts have averaged a signal return exceeding 15 bps (achieved at FlexEdge’s longer intraday forecast horizons).

Institutional traders from the buy- and sell-side can use FlexEdge Alpha to modify the schedule of child orders to obtain better fill prices.

How the FlexEdge Daily Alpha Blog Works

Every business morning the blog will update with a new post highlighting the previous day’s alpha performance of a specific stock drawn from the S&P 100.  Each post contains four primary sections:

  • FlexEdge Alpha Performance –Details and chart for an individual S&P 100 stock.
  • Value Added Analysis – Shows annual trading improvement using actual signals and simulated trades.
  • Monthly Performance Summary – Demonstrates signal performance over a trailing 30 day period using the FlexEdge OptimalFactor model, which generates consistent returns at FlexEdge’s shortest forecast horizons.
  • Relative Sector Wide Overnight forecast – Aggregates overnight symbol forecasts by sector to provide actionable insight.

To view the FlexEdge Daily Alpha Forecast blog, please visit the FlexTrade home page at www.flextrade.com.  A historical listing of all FlexEdge Daily Alpha Forecasts is available at http://flextrade.com/edge-daily-forecasts/.

FlexTrade is a global leader in broker-neutral, execution and order management trading systems for equities, FX, options, futures and fixed income. A pioneer in the field, FlexTrade introduced the first trading system that allowed clients to control and customize their proprietary algorithms while maintaining the confidentiality of their trading strategies. Change is the only constant in electronic trading. That's why FlexTrade is continuously upgrading its products and services. All can be tailored to meet the demanding requirements of a global client base of more than a 225 buy- and sell-side firms.
CONTACT
Sales
sales@flextrade.com
516-627-8993
  Company Website
  Linkedin
  Company Blog
  Newsletter
  Google +