Execution Algos
Leverage best-of-breed synthetic TT® Premium Order Types for trading futures, options, equities, fixed income, FX, crypto and more.
Benefits
Historical/Empirical Trade Distributions
Automated child order sizing based on synthetic objective and product to blend in with “normal” market activity.
Matching Engine Awareness
Product-specific order sizing logic with respect to Pro-Rata, FIFO, Split, etc. for optimal interaction with exchange matching algorithm.
Product-specific Forecasting
Volatility and volume forecasts driving benchmark order logic include built-in awareness of seasonalities and events to optimize forecasts.
Multiple Benchmark Strategies
Variety of benchmark order types allows for aligning execution with the overall trading objective.
Post-Trade Analytics
Performance reports and reviews with product experts to review, discuss and optimize usage for continuous improvement of execution process.
Simplified Trading Workflow
Create templates and custom action buttons for one-click initialization minimizing workflow interruptions.
Highlights
- Algos are fully integrated with the TT platform
- User and/or account-level permissioning per TT Premium Order Type
- Algo execution on co-located servers to achieve ultra low-latency performance
- Order routing/management supported via browser, desktop and TT’s APIs
- Available user parameters allow for bespoke execution
- Algos driven by quantitative modeling from macro to microstructure
