Analytics

Overview

Data has become the lifeblood of financial markets. Every decision—whether by an individual trader, a large institutional investor, or a regulator—relies on timely, accurate, and relevant information.

While linear FX markets now provide a wealth of data, the specialised world of FX options has historically lacked the same transparency. Digital Vega addresses this gap by offering a comprehensive suite of reports and analytics for both buy-side and sell-side participants, designed to enhance pricing and trading workflows.

Reporting and Analytics

  • Activity Reports: Detailed monthly or quarterly reports covering all aspects of client or provider trading activity.

  • Real-Time Reporting: Having worked closely with major buy- and sell-side users, Digital Vega is close to launching a real-time data and analytics service. This will allow users, for the first time, to fine-tune pricing and trading strategies based on up-to-the-second market information.

Transaction Cost Analysis (TCA)

  • Liquidity Optimiser: Digital Vega utilises real-time TCA data to dynamically adjust Liquidity Provider panels across Medusa and Hydra, based on key performance metrics.

  • TCA Analysis: Aggregates data across Digital Vega’s platforms to identify shifts in market trends, trading activity, and liquidity heatmaps.

Best Execution

  • Independent Price Validation: Digital Vega has partnered with a core group of global banks to develop an industrial-strength Best Execution and Independent Price Validation feed, helping users demonstrate regulatory compliance and optimise trade outcomes.