EliteTrader Algorithmic module (ET ALGO) is a “white-box” algo solution that accepts and execute FIX order over its direct exchange Line Handler or FIXOUT (through client’s DMA channel). ET ALGO provides a sophisticated front end for the user to monitor order execution status, as well as perform emergency cancel action.
Key Features:
- Time Slicing (TWAP)
- Volume Inline
- Iceberg
- Pairs Trading
- Historical Volume Weighted Slicing (VWAP)
- (Planned) Rule-based Strategies
