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

Osaka Exchange Adopts Nasdaq Eqlipse Technology to Modernise Derivatives Platform

Osaka Exchange has selected Nasdaq’s Eqlipse Trading and Market Surveillance platforms as part of a major modernisation of its derivatives infrastructure, positioning the exchange for increased scale, resilience, and long-term competitiveness. The deployment will see OSE adopt Nasdaq’s next-generation trading and surveillance technology as the foundation for a new derivatives platform, supporting multi-asset trading, ultra-low...

EVENT

AI in Data Management Summit New York City

Following the success of the 15th Data Management Summit NYC, A-Team Group are excited to announce our new event: AI in Data Management Summit NYC!

GUIDE

Impact of Derivatives on Reference Data Management

They may be complex and burdened with a bad reputation at the moment, but derivatives are here to stay. Although Bank for International Settlements figures indicate that derivatives trading is down for the first time in 10 years, the asset class has been strongly defended by the banking and brokerage community over the last few...