FlexEdge’s predictive analytics module provides traders with advanced forecasting capabilities for trading U.S. equities. Using a proprietary, model-driven approach, FlexEdge provides short-term return forecasts across overnight and intraday time horizons, as well as intraday volume forecasts for use in sell-side and buy-side settings.
FlexEdge’s Portfolio Trade Scheduler module enables traders to determine the best trading trajectory for their portfolios while minimizing market-impact cost and the risk of underperforming benchmarks. By utilizing state-of-the-art optimization technology, the Portfolio Trader Scheduler establishes the optimal portfolio trading schedule by weighing all the available data, such as user inputs, risk factor correlations, implied volatility, estimated market impact cost, and the trader’s short-term alpha goals. While the system initially employs its own cost model, as well as the highly regarded short-term equity risk models from Northfield Information Services, the Portfolio Trade Scheduler is adaptable to any cost and risk models in use today.