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

Goldman Sachs

https://marquee.gs.com/welcome/products/execution/foreign-exchange

Ralf Donner, Head of FICC Execution Solutions Ralf.Donner@gs.com
Goldman sachs International
Plumtree Court,
25 Shoe Lane,
London
EC4A 4AU

Algorithms Offered & Their Execution Styles

Names of key fx algo strategies:

Dynamic Hybrid: Smart
Dynamic Aggressive: Aggressive
Dynamic Iceberg: Aggressive
TWAP: Sliced
VWAP: Sliced
Pegged: Passive
Basket: Portfolio

Also available:

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