CQG Algos

We have launched a new offering: CQG Execution Technologies which includes CQG Algos.

We want to hear from you about what algos and functionality you'd like to see next. 
  1. Trade Volatility (Vola) Algo

    Execute a hedged portfolio of options at a volatility level through legs or the complex order book.

    4 votes

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  2. VWAP Algo

    VWAP uses a historical N day volume distribution, or a stochastic distribution augmented by short-term and implied volatility.

    3 votes

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  3. 2 votes

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  4. Roll Algo

    Roll positions with Arrival Price logic on the base leg, with optional Payup logic on the excess leg.

    2 votes

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  5. Spreader Algo

    Multileg Treasury, Energy, Equity or Ag spreads with an ultra-low latency spreader.

    2 votes

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  6. Tick Algo

    Basic “with a tick” logic

    2 votes

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  7. Stop Limit Iceberg (SLIceberg)

    Deploys a random iceberg when the market trades at a price level

    2 votes

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  8. Random Iceberg (RIceberg)

    Randomly sizes iceberg slices, replenishing once the prior slice is filled.

    2 votes

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  9. PayUp Algo

    Simple "with a tick" or more complex order imbalance measures. Coming Soon: Neural Nets for Payups

    2 votes

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  10. TWAP Algo

    TWAP uses a Standard or Randomized sizing function that can optionally use MBO to create inconspicuous slices.

    2 votes

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  11. Arrival Price Algo

    Arrival Price algorithm uses short-term volatility and drift signals to balance the uncertainty of working an order over time versus paying a liquidity premium for immediate execution.
    Share your feedback such as ideas, suggestions and feature requests here.

    2 votes

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