Sophisticated Execution
Quantum's VWAP and TWAP Execution Algorithms take a sophisticated approach to achieving best execution pricing over a specified duration
- 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.
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.
AccessQuantum's Execution Algorithms are available on a give-in basis.