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BMO Capital Markets

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Joe Wald, Managing Director, Co-Head of Electronic Trading
BMO Financial Group, 100 King Street West, Toronto, ON M5X 1A1, Canada
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
TWAP+: Schedule-based
VWAP+: Schedule-based
Peg: Passive
Hide and Seek: Passive
Smart: Aggressive

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