The Morgan Stanley Electronic Trading (MSET) offering in Brazil includes a full suite of algorithms to trade equities, including VWAP, Arrival Price, TWAP
, Target Percentage of Volume, Price React and Close.
Pragma provides a full suite of basket and single-stock algorithms that Adapative Overlays can be applied to, including Capture, Arrival Price, POV, VWAP, TWAP
, Pairs, DMA, ONEPIPE, and algorithms to interact with Pragma's recently introduced crossing network, ONECROSS.
Arrival Price -- VWAP -- TWAP
-- Smart VTrack -- Target Close
Options traders can take advantage of the introduction of a TWAP
(Time-Weighted Average Price) algorithm, which complements the existing nine advanced options strategies available in REDIPlus.
MSET is also offering a new TWAP
options algorithm to those clients who want to evenly spread out their options executions over a specified time period.
Clients of both firms may use Thomas Weisel Partners' suite of algorithms, which include VWAP, TWAP
, Arrival Price, Volume Participation, Get It Done, Small Cap, Closing Price, SPY, and custom strategies.
The Morgan Stanley Electronic Trading (MSET) offering includes a full suite of algorithms: VWAP, Arrival Price, TWAP
, Target Percentage of Volume, Volume Dispense, Price React and Close.
, and trade slice algorithms as add-on features.
Historically, the transaction cost analysis conducted by most buy-side traders (VWAP, TWAP
In 2006, however, only 40% of respondents regularly used VWAP and/or TWAP
(time-weighted average price), down from 75% the year before.
High-speed libraries for industry standard analytics such as VWAP, TWAP
, Implied Volatility, Greeks and Black-Scholes
- intelligently spreading slices of an order across a specific time period, with the ability to peg to delta