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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. 

11 results found

  1. Trade Volatility (Vola) Algo

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

    7 votes

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    planned  ·  0 comments  ·  CQG Algos  ·  Admin →
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  2. Spreader Algo

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

    3 votes

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  3. 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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  4. 2 votes

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  5. 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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  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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