Products

Quantitative Products One provides algorithmic trading strategies for use by traders and clients. Along with well known algorithms like VWAP, TWAP, Participation and Single Stock Implementation Shortfall, the group also provides specialist algorithms like Optimal Portfolio Execution (OPX), Target Close, Stealth and Smart Peg.

Quantitative Products One also provides algorithms used in the Smart Order Router and structures the algorithmic trading strategies to take advantage of beneficial internal crossing opportunities.

Other tools provided by the group include pre- and post-trade analytics, market impact and risk models.