Sophisticated Execution

Quantum's VWAP and TWAP Execution Algorithms take a sophisticated approach to achieving best execution pricing over a specified duration

Quantum's Execution Algorithms:

- endeavour to predominantly get filled passively, only crossing the spread when absolutely necessary. 
- aggress if price is moving away from us, and/or regress if price is moving favourably. 
- evaluate recent volatility and take advantage of continuous moves throughout the duration, rather than just focusing on time-slice increments. 
- know where they are in their lifecycle and adjust their aggressiveness accordingly with regards to both pricing and the size of child orders.

Tailored Execution

We can customise our Execution Algorithms for the needs of individual clients based on asset class, duration, volatility and volume profiles and/or client strategy.

Access

Quantum's Execution Algorithms are available on a give-in basis.

Quantum’s Execution Algorithms are able to consistently provide competitive average pricing across multiple durations, asset classes, volatility and volume profiles.

Interested in discussing your execution needs?

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