Market Microstructure
Depending on the market traded, the execution can benefit from the structure of the exchange and from the orders that are allowed to sue in each exchange. We offer solutions:
Asset Class Oriented
Liquidity and market microstructure are the leading characteristics in determining the major goals of an algorithm.
Client Oriented
Solutions are for BUY and SELL side, Investment Manager, Broker, Institutional clients and Prop Desk Traders. Our solutions can be white labelled.
Performance Oriented
The high-performance platform which we use allows us to build side by side to your goal, visualising the individual steps and having a quick integration of our solutions.
Integration
We are an extension of your solutions by integrating our know-how in developing algorithms.
Smart DMA Orders
- Customizable DMA orders for your point and click
- Integrated smart DMA order and sweep to fill
- Reduce your market impact with contingent order types and synthetic Exchange Orders
- Enhance your Rules-based trading strategies and adapt to liquidity with Icebergs
EMS Solutions
- Integrate your execution model in your customised algorithms and trading strategies
- Enables to manage multiple baskets of algorithms
- With EMS Algo you can reach optimal liquidity seeking
- Configure aggressiveness and urgency preferences
OMS Solutions
- State-of-the-art optimisation algorithms
- Set the start and end time for each trade
- Define maximum participation within the defined training session
Smart Order Routing (SOR)
- SOR between legs, Trade at Settlements and illiquid outright
- SOR strategies for aggressively accessing order flow, including simultaneous and sequential routing
- Algorithmica SOR customise and control their trading across asset classes and Exchange with unique tactics for non-displayed liquidity and posting