Exegy "Liquidity Lamp Summary" Top Level Datasets detect hidden order flow including iceberg orders and other institutional algorithmic orders.
Exegy Liquidity Lamp Summary Top Level Datasets
Datasets:
- exegy_liquidity_lamp_summary
- exegy_liquidity_lamp_summary_10min
- exegy_liquidity_lamp_summary_exchange
Detecting hidden order flow including iceberg orders and other institutional algorithmic orders is a trading signal that every serious investor should be paying attention to regardless of investment horizon.
Liquidity Lamp is from the Signum portfolio of real-time signals. It detects and tracks reserve orders on US stock exchanges.
Liquidity Lamp Summary is available in a daily summary or a 10 minute summary of reserve order buying and selling activity on a per-stock, per-market basis.
This provides a focused view of informed investors who use iceberg orders to deftly move large volumes of shares and is far timelier than scouring quarterly Form 4 and Form 13F regulatory filings.
Liquidity Lamp Summary can enhance the performance of a broad range of quantitative strategies including long/short strategies both on the individual symbol level as well as at the index level.