Trading Strategies & Algorithms

Algorithmic trading is the cornerstone of FlexTrade’s execution management systems (EMS) and order management systems (OMS). Each platform features a robust array of pre-defined yet customizable, multi-asset trading strategies and algorithms designed to meet the high demands of institutional buy-side firms engaged in portfolio and single security trading.

Whether it is industry standard bearers such as VWAP or TWAP, API access to our FlexStrategy Server execution engine, FlexAlgoWheel or Multi-Asset Strategy Back-Testing Framework, FlexTrade provides the tools you need to trade your best and achieve best execution.

Algorithms

Customizable, Multi-Asset Trading Strategies

Experience a broad range of adaptable and customizable global trading algorithms with multi-currency and multi-asset capabilities. They span the range from single instrument algorithms, such as VWAP and Percentage Participation, to a series of powerful arbitrage algorithms covering multiple asset classes, as well as basket programs that are designed to efficiently execute a large number of instruments, such as portfolio rebalancing.

FlexTrade also provides support to more than 400 broker-dealer provided algorithms.

FlexAlgoWheel

Intuitive Algo Selection Interface to Optimize Best Execution

FlexAlgoWheel is a next generation platform to help institutional traders standardize, automate, and evaluate the trading process. Available through our award-winning FlexTRADER® multi-asset execution management system (EMS), FlexAlgoWheel allows traders to design and manage their order routing workflows directly through an intuitive user interface. The platform includes integrated transaction cost analysis (TCA), and can be used for broker evaluation, algorithm selection and other data-driven applications to improve routing decisions and reduce trading costs.

FlexStrategy Server

Algorithmic Execution Engine

Our FlexStrategy Server is a robust, high performance algorithmic execution engine to implement single security, cross-asset, multi-leg or portfolio-based trading strategies. FlexStrategy Server is used by leading hedge-funds and buy-side institutions to deploy a broad range of custom algorithms or strategies with connectivity to global electronic markets.

Strategy Back-Testing

Multi-Asset Strategy Back-Testing

FlexTrade’s Strategy Back-Testing framework is designed to gauge and adjust the performance of past trading strategies for real-time use in trading equities, FX and futures.