Investment Technology Group (NYSE:ITG), a leading agency broker and financial technology firm, today announced the availability of an expanded range of analytic products and research for portfolio managers and investment analysts.
The lineup includes ITG's proprietary research on Portfolio Capacity Analysis, as well as the new Interactive Dashboards for ITG TCA.
Leveraging the pre-trade version of ITG's Agency Cost Estimator (ACE) model, ITG's Portfolio Capacity Analysis uses real-world transaction cost estimates to examine the effect transaction costs can have on expected fund returns. "Our research demonstrates clearly that incorporating transaction costs into the portfolio construction process can enable higher turnover, increased fund capacity, and, ultimately, improved returns," said ITG's head of Analytical Products and Research, Ian Domowitz. ITG is hosting a series of client seminars on the evolution of equity capacity analysis. The next scheduled event is in New York on Wednesday, June 16.
To further leverage the recent introduction of a post-trade version of ACE, ITG Post-Trade AnalyticsTM now unveils Interactive Dashboards for its market-leading Transaction Cost Analysis product, ITG TCA. In addition to utilizing the cost model's unique ability to incorporate trade-day market variables, the Interactive Dashboards also facilitate a more graphical and intuitive presentation of complex performance metrics designed specifically for traders. Following shortly will be two complimentary series of Interactive Dashboards designed exclusively for the Portfolio Manager and Compliance audiences. "The Interactive Dashboards represent ITG's continuing investment in Post-Trade Analytics and another element of next-generation TCA enhancements," said Jon Fatica, Managing Director in ITG's Analytical Products and Research group. "We expect that these dashboards will become our standard reporting framework."