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CITI

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Paul Goldberg
33 Canada Square, Canary Wharf, London E14 5LB
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Internal Match:
Ripple:
Silent Partner:
TWAP, Peg:
Post & Sweep:
Sweep:
Dynamic:
TWAP:

Coming Soon: Arrival (Implementation shortfall), VWAP, Volume Tracker
Also available:
Customisation available
NDF algos
Basket algos
Supported currency pairs:
Our algo product supports all G10 currencies and deliverable emerging market currencies, including: CNH, CZK, HKD, HUF, ILS, MXN, PLN, RON, RUB, SGD, TRY and ZAR. We also offer NDF Algo’s in BRL, CLP, COP, PEN, CNY, IDR, INR, KRW, PHP and TWD
Features & Functionality
Use of adaptive execution technology
Use of smart order routing SOR logic
Inflight execution modification possible
Algo flow permitted to cross with other clients algo flow
Simultaneous management of multiple strategies
Algo safety controls offered
Other associated services:
CitiFX Cross (CFX) is a proprietary low latency Spot FX Matching Engine that allows users of our FX Algo platform (external clients and internal trading businesses) and Citi's principal FX E-Trading business to match their offsetting execution and hedging interest against one another.

Our algorithms have robust safety features designed to protect Citi and our clients in abnormal market conditions.
TCA / Analytics Offered
Pre trade analytics
Post trade transaction performance
Real time TCA
Breakdown of child executions
Independent third party TCA
Other associated services:
Our comprehensive Pre Trade Analysis and liquidity analysis tools help you fine-tune your execution strategies to maximize efficiency. In addition to providing post trade analysis which includes several benchmarks against which execution performance can be measured
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
Liquidity management toolsets offered
Service Offering
Segregated execution
247 technical support
Digital assistants
Bespoke apps
Quantitative research
Trade execution consultancy
Facilitation of buy-side reporting
Benchmarks and investment product support
Other associated services:
The CitiFX Algo platform offers a market leading suite of algorithmic execution strategies designed to efficiently access FX Spot market liquidity, reduce market footprint and optimize execution We have a dedicated Algo execution and quant development teams in London, New York and Singapore for round-the-clock coverage

ASSOCIATED ARTICLES & AUDIO/VISUAL RESOURCES