Our strategy library

An execution algorithm that slices a large order into equal intervals across a defined time window. Minimizes market impact and delivers an average fill near the reference TWAP.

Distributes order size throughout the day according to historical and live volume profiles, targeting a fill as close as possible to the institutional reference VWAP.

Exposes only a small visible slice of a large order and replenishes it automatically as each slice fills — opening meaningful positions without revealing full intent to the order book.

Earns the bid-ask spread by continuously posting two-sided quotes on the order book, tightly integrated with inventory and risk-management controls.

Identifies and captures sub-second pricing dislocations across venues or related instruments (e.g. futures vs. spot), executing simultaneous legs on both sides.

Manages order flow while price stays within a defined upper and lower corridor; applies auto-pause or cancel logic when the corridor is breached.

A precision-timing algorithm that places orders at the very front of the queue during the exchange's opening and closing sessions. By securing priority the moment liquidity forms, it maximizes the probability of capturing the best available execution price.

A low-latency algorithmic trading strategy designed for assets trading at their upper price limit. Places orders with sub-microsecond timing to secure front-of-queue priority, capturing the narrow liquidity windows typical of ceiling-pegged instruments.

A low-latency algorithmic trading strategy designed for assets trading at their lower price limit. Strategically positions orders in the sell-pressured book to secure priority in the floor queue and target best possible fills within a narrow liquidity window.