Stockholm-based systematic investment manager Lynx Asset Management has selected xyt to provide independent volume and liquidity analytics across global equities markets, supporting the development of its systematic trading strategies.
The partnership will give Lynx a more granular view of intraday liquidity across trading venues, execution mechanisms and different times of day, moving beyond aggregated or end-of-day market data.
xyt’s analytics incorporate market structure classifications, including trade condition codes, deferred transactions, retail flow and addressable trading volumes across lit and dark venues, systematic internalisers and other execution mechanisms. The aim is to provide a consistent picture of where and when executable liquidity is available across markets.
Lynx, which manages systematic strategies spanning equities, fixed income, commodities and currencies, said the additional granularity is already helping refine its liquidity models. The implementation reflects growing demand among quantitative investment firms for more detailed market microstructure data to inform trading and execution decisions.
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