Best Execution Algos

Best Execution Algos

AlgomaX is integrated into the maX terminal, allowing users to send orders using automatic execution algorithms which are designed and implemented by Visual Trader and defined by the user. The orders managed by AlgomaX can be input directly using the maX terminal or received by a remote FIX connection.

AlgomaX automatically divides the original AT order into various "offspring" orders which are sent to the market according to the type of algorithm chosen. This division is made based on specific instructions from the user for each order and according to past trading volumes for each security.

Features

  • VWAP, TWAP and POV models.
  • Real-time parameter adjustments for each order.
  • Monitoring and controlling AT and child orders using the maX terminal.
  • Integrated into the maX terminal.
  • Can be connected to the market simulator.

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  • Copyright® BME 2018
Copyright® BME 2018
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