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.
Link to the products comparison page..
Outright Futures and Futures Spreads
v SLArrival | Stop Limit Arrival Price
v PayUp | Probability-Based PayUp Logic
v VWAP | Volume-Weighted Average Price
Outright Futures, Futures Spreads, and Options
v TWAP | Time-Weighted Average Price
v RTWAP | Randomized Time-Weighted Average Price
v RIceberg | Random-Sized Synthetic Iceberg
v SLIceberg | Stop Limit Synthetic Iceberg
v IceSlicer | Exchange Iceberg Slicer
v IcePegger | Series of Peg Orders
v Snipe | Liquidity-Taking Sniper
v OffsetPayUp | PayUp Order as Offset
v OffsetTick | Tick Order as Offset
v Roll | Multi-Leg Arrival Price with PayUp Logic
Outright Options