Commerzbank‘s algorithmic strategies

April 2021 in Meet the Algos

TWAP Advanced: Enhanced user-definable order parameters that utilise both making and taking in internal and external liquidity sources against the time-weighted average price for a fixed time horizon. TWAP Advanced provides users with detailed control over the aggressiveness, notional splits, max spread, real-time strategy amends, and “I Would Price” to immediately execute outstanding notional.  The unique functionality offered in TWAP Advanced is the “I Would Price” feature which allows the user to aggressively take liquidity at an optimal level and TWAP Advanced: Enhanced user-definable order parameters that utilise both making and taking in internal and external liquidity sources against the time-weighted average price for a fixed time horizon. TWAP Advanced provides users with detailed control over the aggressiveness, notional splits, max spread, real-time strategy amends, and “I Would Price” to immediately execute outstanding notional.  The unique functionality offered in TWAP Advanced is the “I Would Price” feature which allows the user to aggressively take liquidity at an optimal level and

TWAP Advanced: Enhanced user-definable order parameters that utilise both making and taking in internal and external liquidity sources against the time-weighted average price for a fixed time horizon. TWAP Advanced provides users with detailed control over the aggressiveness, notional splits, max spread, real-time strategy amends, and “I Would Price” to immediately execute outstanding notional.  The unique functionality offered in TWAP Advanced is the “I Would Price” feature which allows the user to aggressively take liquidity at an optimal level and

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