Measuring market concentration, optimising trading strategies, managing risks: Deutsche Börse has expanded its portfolio of analytic KPIs in market data with HHI Insights. The new product is based on the Herfindahl Hirschman Index (HHI), a measure of market concentration. HHI Insights is based on proprietary information from Xetra and Eurex trading platforms.

With the introduction of HHI Insights, Deutsche Börse is responding to client demands for deeper insights into liquidity and market trends. It supports market participants in evaluating the quality of available liquidity and allows them to spot concentration risks. HHI Insights also provides additional guidance when deciding whether to add a new market to the trading universe, on setting position sizes, or how aggressively market participants want to enter or exit certain positions.

Alireza Dorfard, Head of Market Data + Services at Deutsche Börse, says: “The demand for actionable market data insights is increasing. To meet this development, we are constantly expanding our analytics offering, with HHI Insights being the latest addition to our portfolio. The product enables market participants on the buy- and sell-sides to examine the degree of concentration in a specific market on different levels, thus supporting them in their investment decisions.”

The launch of HHI Insights is the latest step in Deutsche Börse’s ongoing expansion of its analytics offering based on proprietary trading data from Eurex and Xetra. Deutsche Börse’s analytics portfolio enables clients to gain deep insight into the market and optimise their trading strategies.

In July 2020, Deutsche Börse launched its online analytics platform A7, which provides market participants with nanosecond-level market data and offers insights into market dynamics and microstructures. In addition, Deutsche Börse offers Eurex Flow Insights and Xetra Flow Insights, data products that provide insights into market sentiment based on an analysis of order flow by market participant group. The offering is complemented by High Precision Timestamps (HPT), a product for calculating time deltas.

About Deutsche Börse Market Data + Services

Deutsche Börse Market Data + Services provides financial market participants around the world with proprietary market data from Deutsche Börse Group’s Xetra and Eurex trading platforms, as well as with data from our cooperation partners. Our clients include analysts, algo traders, banks, hedge funds, asset managers, mid- and back-office professionals and vendors who rely on high-quality, reliable information to make investment and trading decisions, manage risk, safeguard assets and meet increasing regulatory requirements.

Our product portfolio includes real-time market data, index data from the DAX and STOXX indices, as well as reference data and historical data. In addition, we use the highly granular market data from Eurex and Xetra to develop meaningful analytics that help our clients optimise their trading strategies. Our growing offering includes the cloud-based analytics platform A7 or tools such as Xetra and Eurex Flow Insights, which can be obtained directly from our Data Shop.