Solutions

Algorithmic Solutions

AlogrithmicSolutions

Our foreign exchange (FX) algorithms allow you to take greater control over the execution of your orders, using liquidity sourced from multiple providers in the FX market alongside our own liquidity.

Depending on the algorithm, you can select parameters such as speed, timing and style of trading. Our single-dealer platform, VectorFX®, can be configured to display your executions as they occur, giving you the ability to adjust trading parameters in real time

Time-Weighted Average Price (TWAP)
Our TWAP algorithm allows you to establish parameters to slice your order evenly across a time horizon using a specified slice size or slice interval.

Volume-Weighted Average Price (VWAP)
Our VWAP algorithm allows you to slice your order based on historical volume curve data or our proprietary dynamic volume forecast model data.

Float
This algorithm aims to 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
This algorithm aims to take liquidity up to the specified limit price, with any outstanding amount optionally worked in the market as iceberg orders, as specified.

Interest match feature
Our Interest Match feature allows you to leverage our strength in real money market share from our market making franchise, potentially lowering market impact and reducing signaling on external trading venues.

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