Vittorio Nuti

Stark: Taking FX algo execution to the next level

May 2024 in Dequantification

Vittorio Nuti, head of the Segregated Algo execution at Deutsche Banks’ Foreign Exchange and Listed Derivatives divisions, tells us more about Stark, the banks next generation algo which has been developed after extensive investment and cutting-edge research.

GENERAL OVERVIEW:  What is the FX algo called?  Stark, Deutsche Bank’s flagship algo, matches client interest and captures liquidity opportunistically. What category does it fall into?  Dynamic, Stark balances passive and aggressive orders in alignment with market conditions, varying its speed.  What does it attempt to do?  The Stark algorithm taps into Deutsche Bank’s broad client franchise and select liquidity providers to execute faster than average (according to TradeFeedr data), while maintaining skew safety.  Stark offers customizable parameters STRUCTURE What GENERAL OVERVIEW:  What is the FX algo called?  Stark, Deutsche Bank’s flagship algo, matches client interest and captures liquidity opportunistically. What category does it fall into?  Dynamic, Stark balances passive and aggressive orders in alignment with market conditions, varying its speed.  What does it attempt to do?  The Stark algorithm taps into Deutsche Bank’s broad client franchise and select liquidity providers to execute faster than average (according to TradeFeedr data), while maintaining skew safety.  Stark offers customizable parameters STRUCTURE What

GENERAL OVERVIEW:  What is the FX algo called?  Stark, Deutsche Bank’s flagship algo, matches client interest and captures liquidity opportunistically. What category does it fall into?  Dynamic, Stark balances passive and aggressive orders in alignment with market conditions, varying its speed.  What does it attempt to do?  The Stark algorithm taps into Deutsche Bank’s broad client franchise and select liquidity providers to execute faster than average (according to TradeFeedr data), while maintaining skew safety.  Stark offers customizable parameters STRUCTURE What

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