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

Morgan Stanley

Alessio Calcagno, VP, FX Algorithmic Trading
Morgan Stanley
25 Cabot Square
Canary Wharf
E14 4QA

Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Standard Benchmark: TWAP, VWAP, Arrival Price, Fixing Order
Opportunistic: Seeker, Peg
Level-Based: Reflex, Iceberg, Limit (Bid / Offer}, Stop Loss, IOC (Mine / Yours)
Multi-Leg Strategies: Linked Order

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