Price Range Participation
It participates as per the user-defined price ranges and its participation percentage. It adjusts the participation according to the price until the order is completed.
Manual and Automated volume curve formation for VWAP+ algorithms enables the user to trade a certain quantity in a specified period of time as well as maintain average execution price for the algorithm closer to the market average.
Implementation Short Fall
It allows the user to maintain a certain average traded price by changing its participation according to market conditions.
It allows the user to enter a small portion of the order into the market with pre-defined quantity while simultaneously scanning the counter liquidity for better opportunities.
Percentage of Volume (POV)
It allows the execution of the order inline with the market volume as per the user-defined participation until the order is completed.
Iceberg: It allows the user to enter a small portion of the order at a time into the market. Once the displayed size is completed it will send the next round till the full order is completed.
It primarily aims at capturing liquidity as quickly as possible at user-defined parameters by not disclosing to the market and seeking counter liquidity at a pre-defined price resulting into minimizing market impact and information leakage.
It spreads the total quantity to be executed over a predefined period of time at user-defined prices while ensuring minimum market impact.