Skip to content

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. 2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  2. Roll Algo

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

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    planned  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  3. Trade Volatility (Vola) Algo

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

    7 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    planned  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  4. Spreader Algo

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

    3 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    planned  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  5. VWAP Algo

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

    3 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  6. Tick Algo

    Basic “with a tick” logic

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  7. Stop Limit Iceberg (SLIceberg)

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

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  8. Random Iceberg (RIceberg)

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

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  9. PayUp Algo

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

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  10. TWAP Algo

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

    2 votes

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  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

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)

    We’ll send you updates on this idea

    started  ·  0 comments  ·  CQG Algos  ·  Admin →
    How important is this to you?

    We're glad you're here

    Please sign in to leave feedback

    Signed in as (Sign out)
  • Don't see your idea?

CQG Algos

Categories

Feedback and Knowledge Base