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.
Read detailed information regarding each of
the available CQG Algos.
This section provides a table of the algo parameters names sorted alphabetically.
The following suite of CQG Algos are available in CQG One, CQG Integrated Client, QTrader and FIX API.
Link to the products comparison page.