About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Trading Technologies Adds RCM-X Automated Execution Algos to Trading Platform

Subscribe to our newsletter

Trading Technologies (TT) has added RCM-X’s automated execution algorithms to its trading platform. The seven RCM-X algo strategies cover TWAP, VWAP, IS (implementation shortfall), POV, CLOSE, SCALEPOV and ICEBERG for advanced trade optimisation and execution.

Algo parameters, such as exceeding percentage of volume, maximum participation and passive price level, are accessible directly from the TT screen, allowing traders to adjust algos on the fly. RCM-X can also deliver custom algos through the TT platform for users requiring specific execution parameters.

The RCM-X algos add to existing algo trading tools on the TT platform, which include ADL, TT Algo SDK and TT Order Types. Guy Scott, managing director, sales Americas, at Trading Technologies, says: “TT users can now leverage RCM-X’s trading strategies for reduced market impact and increased execution quality.”

Joe Signorelli, RCM-X managing partner, comments: “Bringing automated execution algos to the TT platform is the next step for RCM-X to reach a new community of professional traders. We are excited to work with TT to help traders reduce slippage, increase performance, and keep up with challenges of modern day trading by using our proprietary software that has market microstructure awareness.”

RCM-X was launched as a subsidiary of RCM Alternatives in 2017 to provide trading technology and risk management services to the trading and investment management communities. The company controls a library of execution algos available via front end platforms, builds custom algorithms for clients, and sells and supports the implementation of Strategy Studio software for those looking to design their own solutions.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Sphinx Targets 24/7 Energy Markets with Blockchain-Enabled Derivatives Exchange

A new entrant to the energy derivatives landscape is preparing to test whether modern trading infrastructure can reshape how energy risk is managed. Sphinx, a startup exchange operator, is developing a platform designed for continuous trading and near-instant settlement in energy derivatives, initially targeting U.S. natural gas and electricity markets. The Sphinx Global Commodity Exchange...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Trading Regulations Handbook 2021

In these unprecedented times, a carefully crafted trading infrastructure is crucial for capital markets participants. Yet, the impact of trading regulations on infrastructure can be difficult to manage. The Trading Regulations Handbook 2021 can help. It provides all the essentials you need to know about regulations impacting trading operations, data and technology. A-Team Group’s Trading...