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Yield Profiles - Group By Execution Rule

Execution Rule Yield profiles are available for flow managed through Compass, Execution Rules are the core engine for managing internalisation decisions and acceptance criteria applied to flow.

Grouping by execution rules allows you to assess the effectiveness and quality of the broker/internalisation and cancel/fill decision made by each execution rule. This then allows you to make informed decisions on how the relevant parameters should be used and adjusted to better manage the flow, learn more about tuning rules in Compass here.

"Execution profile" grouping is found under Trade type in the left hand navigation bar, also see Group by Internalised or Brokered and Filtering for Cancelled/Filled Trades.

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By viewing the yield profile for an individual execution rule, you are able to identify whether the current controls are too aggressive/soft:

E.G.:

  • Internalised flow is offside quickly => is the last look period too short? Are price checks too permissive?
  • Brokered flow yield profile looks soft => are price checks too aggressive? Is the flow statically brokering counterparty flow
  • One rule is picking up too much volume => does the rule hierarchy need to be reviewed?
  • Too much good quality flow is being cancelled => are price checks too aggressive?

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