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 acts as a data consultant to develop optimal information. The firm offers a full range of broker-neutral pre-trade, real-time and post-trade analytical tools, covering the measurement, delivery and interpretation of trading data, plus execution consulting based on a client’s results. ITG TCA allows clients to analyse, filter and review their results online and compare results to the industry’s largest peer group universe.
Asset classes and markets
ITG offers equity TCA across all developed and emerging markets globally, and the majority of pioneer markets. ITG expanded its coverage to include near-equity asset classes and added FX in 2010.
ITG offers over 100 benchmarks, that are driven by client needs and typically based on metrics such as implementation shortfall, volume-weighted average price, open, close and participation rate.
ITG offers an extensive range of delivery formats, frequencies and detail. A key element of the firm’s product range involves specialist post-trade consultants that interpret the results and offer specific actionable recommendations.
ITG has a large team of post-trade consultants based in Asia and Australia, as well as the US, Canada and Europe. Services are tailored to client needs with a focus on converting data analysis into actionable results to improve trading performance. The firm specialises in bespoke algorithmic consulting.
ITG offers ITG Logic pre-trade 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.
ITG plans to continue development of the detailed evaluation of venues, brokers, algorithms, and execution strategies.