Horizon Software has extended its execution algo suite with an implementation shortfall strategy algo that aims to set up two levels of spots and three levels of participation rate. This enables enable users to adapt the participation rate to the spot evolution. The algo also provides choice to either define fixed levels of trading spots or follow the VWAP plus or minus a percentage along the execution. The ultimate aim of the strategy is to increase targeted participation rate when a stock price moves favourably and decrease it when a stock price moves adversely.
A-Team Insight Briefs
This webinar has passed, but you can view the recording by registering here. Nine months on from the January 2016 Solvency II compliance deadline, insurance firms and asset managers should have satisfactory responses to the regulation in place. But how effectively are they meeting the regulatory data requirement for the look-through and reporting elements of...
DASH Financial Technologies continues to innovate with SENSOR Dark, a next-generation dark liquidity aggregation algorithm designed to provide traders with optimal levels of transparency, performance and control as they attempt to minimise footprints when seeking dark liquidity in a fragmented market. The algo sources dark liquidity from significant venues across the US equity market, including...
The TradingTech Summit in London brings together European senior-level decision makers in trading technology, electronic execution and trading architecture to discuss how firms can use high performance technologies to optimise trading in the new regulatory environment.
The industry breathed a sigh of relief when the deadline for reporting under the US Foreign Account Tax Compliance Act (Fatca) was pushed back to July 1, 2014. But what’s starting to look like perhaps the most significant regulation of the next 12 months may start to impact our marketplace sooner than we think, especially...