Investment Technology Group
ITG offers a range of posttrade analytical products and services covering the measurement, delivery and interpretation of trading data, plus execution consulting based on a client's results. ITG TCA allows clients to rigorously analyse, filter and review their results online. Clients can also compare results to the industry's largest peer group universe and benefit from a dedicated team of specialist consultants with extensive trading experience in the region.
Asset classes and markets
ITG offers equity TCA across all developed and emerging markets, and the majority of pioneer markets. ITG has expanded its coverage to include near-equity asset classes. In 2010, ITG TCA for FX was added.
Transaction data
ITG offers extract management software for order management systems to standardise and automate the extraction of relevant key data. Where a client uses a proprietary system, ITG is able to maximise the use of the available data, and acts as a data consultant to develop optimal information.
Benchmarks
ITG offers over 100 benchmarks. These are driven by client needs, typically based on metrics such as implementation shortfall, volume-weighted average price, open, close and participation rate.
Reporting options
ITG offers an extensive range of delivery formats, frequencies and detail. A key element of the product range involves specialist post-trade consultants interpreting the results and offering specific actionable recommendations.
Consultancy services
ITG has a large and experienced team of posttrade consultants available, with teams based in the United States, Europe and Asia Pacific. Services are tailored to client needs.
Pre-trade analysis
ITG offers ITG Logic pretrade analytics using ACE difficulty-adjusted modelling at the stock and list level. ITG also offers capacity analysis and cost curves for use in the ongoing monitoring and review of portfolio construction and management.
Future plans
Current plans include ongoing development of the detailed evaluation of venues, brokers, algorithms, and execution strategies