AXE identifies the optimal strategy by analyzing (“learning”) market micro-structure from historical tick data including price and transaction volume, limit order book data, etc. The system then delivers trading signals, insights, and direction to further reduce transaction costs and market impact.
With such a system, investors can maximize returns by minimizing transaction costs of mass trading financial products. The higher the volume of trading, and the lower the natural liquidity (e.g. smaller cap stocks) the greater the potential impact and cost savings from AXE’s system.