Horizon Software (Horizon), a global leader in electronic trading solutions and algorithmic technology, announces the launch of a new research paper orchestrated by Yadh Hafsi, supported by Horizon, titled: “Uncovering Market Disorder and Liquidity Trends Detection”. The paper introduces a cutting-edge methodology for detecting significant changes in liquidity within order-driven markets.

The primary goal of this research is to enhance the way we identify fluctuations in liquidity within financial markets. In essence, liquidity reflects how easy or difficult it is to buy or sell assets like stocks without causing significant price fluctuations. Recognizing when the market’s liquidity is changing is essential for traders, investors, and financial institutions.

Horizon Software has supported and helped Yadh in his research and are subsequently integrating his findings into their product offerings. The signals will be visible to end users during their trading decision and also integrated into Horizon’s algos to improve the executions. Horizon is discussing with clients and users on how best to leverage the research for their specific use cases, to further enhance the technology benefits afforded by adopting the methodology.

According to Olivier Masdebrieu, Chief Technology Officer, Horizon adds that:

“It is great to see this paper available to all and even better that Horizon was able to support Yadh Hafsi in his research, utilizing our platform ‘Horizon Extend’, a cross-asset electronic platform for principal and agency trading. We are excited to integrate these features, which will improve execution performance, and are very keen to present the usability of these findings to our global client bases. We’re looking forward to supporting the development of Yadh’s next paper, as part of our commitment to utilizing all avenues, academic and industry-based, to developing forward-thinking market insights to feed into our products.”

Yadh Hafsi, PhD Candidate at Université Paris-Saclay and Leader of the Research Project, comments:

“This paper contributes significantly to our understanding of liquidity dynamics in financial markets. My professors and my colleagues have been very helpful, and we will continue working on this domain in the next year.”

Sylvain Thieullent, CEO at Horizon Software says:

“Horizon Software is committed to pushing the boundaries of innovation in the financial technology sector. Our collaboration on this research paper reflects our dedication to providing cutting-edge solutions that empower market participants to navigate liquidity fluctuations with greater precision and confidence. By leveraging advanced methodologies, we aim to equip our clients with the tools they need to make informed decisions and thrive in dynamic market environments.”

Source: Horizon