Analytics

  • Microfill Analysis - Stabilize Benchmarks

    Headsup leverages unique fill-level microstructure analysis to refine and stabilize noisy benchmark estimates for institutional trades,  helping to generate statistically significant performance measures and improved execution performance.

  • Fill Efficiency - Remove Systemic Bias

    Our metrics augment standard benchmarks by calculating fill efficiency, providing accurate, real-time estimates that would otherwise be skewed by systemic bias from unfilled orders, sloppy trading systems and external market conditions.