Vittorio Nuti

Deutsche Bank includes listed derivatives algo data in real time TCA

December 2023 in Top Stories

Deutsche Bank is expanding its real time FX algo TCA to include listed derivatives algo data for the first time. The move comes as part of a wider algo rebuild being undertaken by the bank which will include FX algos as well as different asset classes. Currently all post trade and real time algo TCA is collected by the Market Colour engine. Deutsche Bank is looking to make the same toolsets available for listed derivatives products as well.

“We have developed a best in class Market Colour app for FX and now we will expand into different asset classes. This is the first version where we have real time TCA data with listed derivatives algo data included, allowing clients to view their orders in real time. It is a big step forward for us in terms of unifying our algo systems across the board,” says Vittorio Nuti, Global Head of Listed Derivatives & FX Algo Trading at Deutsche Bank.