Geographies and asset classes
and futures algorithms are used by a range of global clients, including a
significant proportion of hedge funds, and are frequently used for hedging.
options algorithms are available in the United States, while futures algorithms
are available across the Americas, EMEA and Asia Pacific.
Trading strategies and benchmarks
a range of algorithmic strategies. For options, these algorithms include
Delta Adjust, TWAP, Trigger, Scale Trigger, Premium Trigger, TapNow, Float and
Hidden. For futures these algorithms include VWAP, TWAP, Hidden, Float, Volume
Inline and Synthetic Spreads.
algorithms target a range of benchmarks including arrival price, VWAP and TWAP.
UBS has also developed instrument-specific strategies which leverage specific
price correlations in the equity-linked and underlying instruments.
UBS Options Delta Adjust and Trigger algorithms adjust their behaviour
based on the price movement in the underlying security. For futures, UBS’s Synthetic
Spreads strategy allows you to trade two contracts simultaneously based on a
algorithms are optimised for individual market microstructure across products
and exchanges, and UBS’s algorithmic trading development team constantly monitors
strategy, venue and market performance and adjusts models accordingly to ensure
Access and functionality
and options algorithms are available via all major EMS/OMS platforms as well as
UBS’s proprietary platform UBS Pinpoint, or via any proprietary
system via FIX.
algorithms in the US have access to a wide range of trading venues and employ
smart order routing as part of their execution logic. For futures, UBS accesses
all major exchanges worldwide and is constantly adding to its coverage.
UBS’s algorithmic development team is constantly developing new strategies
and monitoring existing strategies to ensure optimal performance. For futures,
UBS is developing a strategy for trading calendar spreads.