Yield Profiles - Group By Counterparty
Grouping by counterparty gives high level analysis of individual counterparties behaviours.
Yield profiles are a good indicator of the quality of client's flow as echo constructs a yield profile from the entirety of the underlying filtered data, this provides insight into the overall quality of the underlying trade flow.
This can help to identify trading strategies and patterns in the flow, which can lead to identifying poor clients flow earlier reducing the time to action.
For example if in aggregate a counterparty is consistently falling quickly offside then it is unlikely to be chance, yield profiles are produced for each trade and stacked up in aggregate as if all trades were done simultaneously, meaning we are seeing trades trending offside.
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