Dominance at Open occurs when a single trader’s fills make up the majority of the market volume of an instrument during the initial 15 minutes of the market session. The Dominance at Open model in TT Trade Surveillance analyzes and scores clusters that may indicate that a single trader is dominating the total traded volume […]
The Excessive Bid/Ask model looks for when a single trader’s submitted orders make up the majority of the bid/ask volume of an instrument at different times during a trading session. The Excessive Bid/Ask model in TT Trade Surveillance uses the frequency and severity of Order Book Dominance (OBD) clusters generated for a trader/instrument combination to […]
Order Book Dominance occurs when a single trader’s resting orders make up the majority of the disclosed volume of an instrument at different times during a trading session. The Order Book Dominance model in TT Trade Surveillance analyzes and scores clusters that may indicate that a single trader is dominating the total traded volume for […]