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Bank of America

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Mauricio Sada-Paz, Global Head of eFICC Sales
Bank of America
2 King Edward Street,
London,
EC1A 1HQ
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Whisper: Passive, Adaptive
Decipher: Adaptive
Tracker: Passive
TWAP: Schedule Based
GetDone, Critical Mass: Passive or Aggressive
Critical Mass: Aggressive
Iceberg: Passive or Aggressive, Adaptive

Also available:
Customisation available
Supported currency pairs:
Most major currency pairs and deliverable EM currencies.
Features & Functionality
Use of adaptive execution technology
Use of smart order routing SOR logic
Other associated services:
'- Internal Matching Engine
- Significant customer franchise across Real Money, Corporates and Hedge Funds. Supplemented by an industry-leading FX payments business and retail network.
- Stringent governance routines around Execution Quality outcomes
- Robust Risk & Control framework
TCA / Analytics Offered
Post trade transaction performance
Real time TCA
Independent third party TCA
Other associated services:
'- Our Mercury Portal provides access to our Real Time Transaction Cost analysis with details on Parent level performance against various benchmarks, venue level breakdown/ reversion charts as well as a full audit trail of all executions.
- Bespoke Execution Consultancy can be provided by working with clients to review and understand their routing outcomes. Then, where possible we can customise algo characteristics to match their needs / trading style
Distribution Channels Available
Proprietary platform
Direct FIX/API
Via third party platforms
Liquidity Access
Access to external sources
Access to internal sources
Liquidity source customisation available
Service Offering
Segregated execution
247 technical support
Trade execution consultancy
Other associated services:
'- Bespoke Strategy Customisation
- Data & Innovation Group: Global Multi Asset Quant Research Department available to service customer requests to improve various aspects of their Investment Process from Portfolio Construction to Execution routing
- Instinct FX: seamless trading access across Spot, Forwards, Swaps, NDFs & Options.
- Talk to your Sales coverage for access to our most competitive Axes and spreads.

ASSOCIATED ARTICLES & AUDIO/VISUAL RESOURCES

eFX Global Algo Strategy Guide|