The Tradetech Daily



UBS provides structured, tactical and bespoke algorithm products in its suite of listed futures algorithms.

Structured offerings consist of VWAP, TWAP, volume, tap and pairs algos, while its tactical range consists of float and hidden options. UBS’s bespoke offering, Quant on Demand Studio Custom Algorithm, enables rapid development and deployment of customised 


UBS’s algorithms are modeled, designed and
developed entirely in-house. Its teams are organised regionally, providing
local market expertise, but managed globally to deliver a consistent
algorithmic offering regardless of location. UBS utilises a highly modular
design so that high-level objectives to target, discretion and trading are left
to the algorithm.

The algorithms utilise mathematical models (not
deterministic) allowing for variables and parameters to be easily adjusted to
special events, persisting changes in the market, or client requirements. New
research can also be easily fed back into the models through parameter updates.

Support services

UBS regularly provides in-depth reviews of client
trade performance, offering analysis and recommendations on how to more
effectively use its algorithms, including creation of customised versions
tailored to the client.

The launch of Quant on Demand and an iPad application
helps us visually and rapidly develop and deploy custom algorithmic solutions
to help clients solve any workflow issues.

Access routes

Clients can choose to access UBS algorithms in the
most convenient way for them: through its execution management system (EMS),
Swiskey Execution, or from numerous well-known third-party EMSs; or directly
via a FIX connection. 


UBS is developing more client-tailored and custom
modifications for its strategies and continues to deploy them in new markets
and new asset classes.