Algorithmic Trading Engine

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:

  1. Time Slicing (TWAP)
  2. Volume Inline
  3. Iceberg
  4. Pairs Trading
  5. Historical Volume Weighted Slicing (VWAP)
  6. (Planned) Rule-based Strategies