Algorithmic solutions

Algorithmic Solutions

Take greater control over your order execution while gaining access to multiple sources of liquidity with our foreign exchange (FX) algorithms. Our single-dealer platform and algo hub, VectorFX®, can be configured to display your executions as they occur, allowing you to adjust trading parameters in real time. Depending on the algorithm, you can select parameters such as speed, timing or style of trading.

Time-Weighted Average Price (TWAP)
Trade the order evenly across a specified time horizon.

Volume-Weighted Average Price (VWAP)
Trade your order based on historical volume curve data or our proprietary dynamic volume forecast model data.

Both trade options feature our “smart” design that allows for spread collection and slight schedule variation to improve cost savings, reduce market impact and signaling.

Improve overall execution with the algorithm’s liquidity seeking and volume components, which help trade in alignment with the market and can be used to capture spread and price improvement when the market is moving in your direction.

Sweep and post
Take liquidity up to the specified price limit using this algorithm. Any outstanding amount is optionally worked into the market as iceberg orders, as specified.

Portfolio algo
Execute a portfolio or basket of cross currencies simultaneously with the goal of reducing overall execution costs through the benefits of netting and “efficient frontier” optimized pathway execution.

Interest match feature
Leverage our unique real money franchise market share using this feature, which can help you potentially lower market impact and reduce signaling on external trading venues through internalization.

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