About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Liquidnet and Abel Noser Pilot Portfolio Manager Profiling Solution

Subscribe to our newsletter

Trading network Liquidnet and tools provider Abel Noser are piloting a portfolio manager profiling solution designed to help traders understand the preferences and distinct profile of each portfolio manager they work with.

Portfolio Manager Profiling is an analytical model that, when incorporated into Liquidnet’s Virtual High Touch Next Gen algorithm suite, links historical trade and transaction cost analysis (TCA) data with each portfolio manager’s decisions. This is then used to create individual portfolio manager profiles, which are analysed to determine a suggested algorithm trading strategy via Liquidnet’s Algo Ranking Model. The solution is being piloted through Liquidnet’s virtual innovation hub, Liquidnet Labs.

Rob Laible, global head of equity strategy at Liquidnet, says: “A portfolio manager’s tendencies are often nuanced, but could have a significant impact on the execution approach a trader takes. Being able to use technology to more accurately pinpoint those tendencies is a powerful addition to a trader’s toolkit.”

Peter Weiler, president at Abel Noser, adds: “By analysing a client’s TCA data, we can discover any persistent patterns that are statistically significant and rank suggested execution strategies that are aligned to a portfolio manager’s preferences.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

From Silos to Sequencers: Why Core Trading Architectures Are Being Rewritten for 24/7 Markets

The most consequential changes facing financial markets technology in 2026 will not be driven by new asset classes or incremental latency gains, but by a fundamental rethinking of how trading systems are architected at their core. For decades, market participants have organised technology around functional silos: execution, risk, middle office, post-trade. These boundaries were reinforced...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Institutional Digital Assets Handbook 2024

Despite the setback of the FTX collapse, institutional interest in digital assets has grown markedly in the past 12 months, with firms of all sizes now acknowledging participation in some form. While as recently as a year ago, institutional trading firms were taking a cautious stance toward their use, the acceptance of tokenisation, stablecoins, and...