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FlexTrade’s FlexTRADER algorithms take into account market data, routing strategy and intra-day dynamic market and execution information to seek out liquidity.
FlexTRADER’s liquidity seeking algos reach all the
primary markets for equities, FX and listed derivatives in Asia as well as
Europe and the US.
When taking liquidity, the algos examine the current
market along with the trader’s specified strategy for accessing liquidity,
internal logic and market history to decide the best means to remove liquidity.
Posting locations are determined by the trader.
The algos route according to defined strategies and
market conditions. As such, they can be provisioned to access a market center
via a number of distinct routes, which can include multiple direct connections
or via routes through other market centers.
FlexTRADER’s liquidity seeking algos can be
programmed to meet the needs of the specific customer. Price sensitive
customers may define routing strategies to meet their needs that are distinct
from a routing strategy optimised to access the most liquidity in the fastest
manner. For example, changes may be made to routing strategies on an intraday
basis. Customers also have a great deal of flexibility in designing routing
strategies. For example, they may choose to access some liquidity pools via
To increase the number of exchanges/venues/liquidity pools available for regional buy-side firms and broker-dealers to send and receive order flow for DMA and algorithmic execution.