Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Chameleon: Adaptive liquidity seeking strategy
Iguana: Time based strategy with dynamic participation
Viper: Fast and aggressive strategy
Gamma: Gamma delta hedging
Rex: Portfolio/Basket Hedging
TWAP:
CORTEX iX has been designed to provide clients with access to bespoke algorithmic strategies whose primary goals are to capture price improvement, minimise market impact, and reduce overall transaction costs. Through our Flex iX program we offer completely tailored solutions based on our clients risk management profile.
Also available:
Customisation available
NDF algos
Basket algos
Supported currency pairs:
Our algo pricing is available in all G10 currencies and deliverable emerging market
currencies, including: CNH, CZK, HKD, HUF, ILS, MXN, PLN, RUB, SGD, THB, TRY and ZAR. NDF pairs include: KRW, INR, IDR, TWD, PHP, and BRL