Value-Added Services

Overview

Bank of America Merrill Lynch supports our clients’ success with an array of value added services including global commission management, vendor consulting, execution consulting, third party research, hedge fund consulting and more.

Trader Trends

How do you find tradeable flow?

The aggregate volume of single stocks has eroded over the last few years. In 2013 the trends continues with increased ETF trading and an uptick in the occurrence of announced stock buybacks. ETF trading has increased from approximately 15% to over 21% of overall equities volumes(1) and announced stock buybacks are up 53%[2] in 2013. Traders continue to look for quality, natural liquidity in...

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Trader Trends

Is your basket Full?

When trading portfolios, the composition of the basket of stocks, market volume, volatility, and return correlation are key factor. Many algo take a "one size fit all" approach based on static, historical data and single=period estimates. The problem with this approach is that it can cause negative cost and risk implications as these factor often differ over the course of just a few hours, even...

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Trader Trends

Anticipating liquidity events during the last 15 minutes of trading

The last 15 minutes of the trading day present significant opportunities but even within this very active timeframe there are some notable liquidity inflection points. By opportunistically participating in volume upticks at 3:45, 3:50 and 3:55, traders can effectively source liquidity while managing impact.

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Trader Trends

ETFs to Play an Aggressive Defense

Going into May with the SPX Index up a startling 12% Investor have wanted to stay in the game to capture further growth in equities but want to be defensive in case of a pullback. Then results has led to massive growth in Low or Minimum volatility ETFs, SPLV, USMV and LGLV which have all outperformed

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Trader Trends

Are You Trading Small Caps Optimally?

Nearly Half of all algo flow in Small and Micro Cap names is executed via Scheduling algorithms approx. 10% more than overall algo flow. However, the volatile volume profile and wide spread of these names can pose challenges to Scheduling algos, causing market impact as seen in the high interval returns and arrival slippage statistics below.

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