Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Hunter: An aggressive liquidity seeking algorithm which simultaneously uses a combination of a sweep and a smart resting iceberg at the limit price or better.
TWAP Advanced: Combination of passive order placement while progressively searching for the best bid/offer to aggress. Enabling “IntelliVOL” turns the algo into a VWAP.
Tracer: A passive order designed to capture spread while simultaneously aggressing other pockets of liquidity in a fast moving market.
Also available:
Customisation available
NDF algos
Supported currency pairs:
Commerzbank’s highly curated global liquidity allows us to significantly reduce your signaling risk and information leakage via two liquidity options; “All Liquidity” or “Internal”. “All Liquidity” provides access for G10 + CNH, CZK, DKK, HUF, INR, KRW, NOK, PLN, RON, SEK, SGD, ILS, MXN, RUB, TRY, TWD, & ZAR