Dequantification

The Goldman Sachs FX basket algo:
An extremely complex beast.

GENERAL OVERVIEW:  What is the FX algo called?  Basket Algo, Goldman Sachs’ unique portfolio algo, for intelligent simultaneous execution of multiple currency pairs What category does it fall into? A very exclusive category (in FX) of portfolio algos, and the first algo of its kind industry-wide. Basket algos are common-place in equities, but surprisingly exclusive […]

Read More

Stark: Taking FX algo execution to the
next level

Vittorio Nuti, head of the Segregated Algo execution at Deutsche Banks’ Foreign Exchange and Listed Derivatives divisions, tells us more about Stark

Read More

Whisper: A pegging and liquidity seeking algorithm from Bank of America

Tan Phull, Head FX Execution Trading Services, Bank of America tells us more about one of its most sophisticated FX algorithmic trading tools.

Read More