CQG Algos

The CQG Algo platform delivers high quality fills with the goal of reducing implicit trading costs involved in accumulating a derivatives position. The platform employs a cutting edge, collocated low-latency algo-engine. The algo-engine reacts in microseconds to changing market conditions for optimal management of child orders.

Algos benefit from better queue position in FIFO markets through low-latency execution as well as lightning-fast analysis of Market By Order (MBO) books.
Each algorithm is built on sound macro-analytical precepts with specific implementations dedicated to in-depth analysis of the current market microstructure as well as employing high-level statistical analysis. Read more about CQG Algos.


The following suite of CQG Algos are available in CQG One, CQG Integrated Client, QTrader and FIX API.

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Outright Futures and Futures Spreads

Arrival | Arrival Price

SLArrival | Stop Limit Arrival Price

PayUp | Probability-Based PayUp Logic

VWAP | Volume-Weighted Average Price

Outright Futures, Futures Spreads, and Options

TWAP | Time-Weighted Average Price

RTWAP | Randomized Time-Weighted Average Price

RIceberg | Random-Sized Synthetic Iceberg

SLIceberg | Stop Limit Synthetic Iceberg

IceSlicer | Exchange Iceberg Slicer

IcePegger | Series of Peg Orders

Snipe | Liquidity-Taking Sniper

SLSnipe | Stop Limit Sniper

OffsetPayUp | PayUp Order as Offset

Peg | Join Best Levels

Tick |Tick-BasedPayup Logic

OffsetTick | Tick Order as Offset

Roll | Multi-Leg Arrival Price with PayUp Logic

Outright Options

Vola | Volatility Order