Analitycal products

MOEX has implemented new analytical products for funds, algorithmic and high-frequency traders. Developed using market data, they enable investors to improve the efficiency of their existing strategies and create new ones.

  • The Aggregated Net Volume 2 product is calculated for the ten most liquid shares traded on MOEX and is primarily intended for algorithmic traders.
  • The Timestamps Analysis product makes it possible for HFTs to measure the timestamps for their own bids on various sections of the exchange infrastructure as compared to other bids.

MOEX also calculates the Aggregated Net Volume 1 , which is the net volume of trades as of the day end by groups of clients, defined based on numbers of transactions and daily average trading volumes. The product is provided for Sberbank and Gazprom shares in the USD/RUB currency pair, as well as for RTS Index futures and the USD/RUB pair.