An online guide to more efficent automated FX trade execuTion for buyside firms

BMO Capital Markets

https://capitalmarkets.bmo.com/en/services/market-risk-management/

Joe Wald, Managing Director, Co-Head of Electronic Trading feedback@bmo.com
BMO Financial Group, 100 King Street West, Toronto, ON M5X 1A1, Canada

Algorithms Offered & Their Execution Styles

Names of key fx algo strategies:

TWAP+: Schedule-based
VWAP+: Schedule-based
Peg: Passive
Hide and Seek: Passive
Smart: Aggressive

Also available:

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