Abel Noser
Abel Noser provides a suite of global equity and FX analytical research products including pre-trade, real-time and post-trade measurement services. Product delivery is supplemented with a consultative approach to assist clients in the interpretation of their results to highlight actionable recommendations focused on alpha capture. Abel Noser currently services in excess of 500 institutions globally, including asset owners and managers. Abel Noser accepts almost any dataset inclusive of custodial data, leading and proprietary order and execution management systems, and FIX message files. |
Benchmarks
Abel Noser offer more than 75 metrics, catering for
almost every scenario, order instruction or target objective, including tick,
volume participation, limit, opportunity cost and custom/hybrid metrics. The
firm also offers stock specific peer benchmarking for additional relative
transparency.
Reporting & consultancy
Reporting frequency ranges from real time to daily
to quarterly, via the web or into a client’s inbox. Multiple reports are
offered and range from best execution to portfolio manager reports to
customised summaries/commentaries on request.
On-site consultancy reviews are provided quarterly,
combining qualitative and quantitative information to extract actionable alpha
recommendations and best execution adherence.
Pre-trade analysis
A ‘unique’
pre-trade methodology provides empirical based estimates, calibrated from
client peer universe data, while also allowing users to overlay market
direction views as well as calibrate the estimate based purely on own trading
history.
Future plans
Continued product development includes a proprietary back-testing product to reveal optimal strategy selection upstream by portfolio manager and fill-level analytics to support downstream broker algorithmic strategy performance reviews.