Credit Suisse

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Justin Mitrani, Alan Ng, Alex Orr
One Cabot Square, London E14 4QJ
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Float, Reserve: Passive/Iceberg
Guerrilla, Sniper: Opportunistic
Float Guerrilla, Float Sniper, Price Inline: Hybrid
TWAP, VWAP: Time/Volume based
Gamma Trader: Basket
WMR, BFIX & LBMA Bullion fixings: Benchmark fixings

Also available:
Customisation available
NDF algos
Basket algos
Supported currency pairs:
G10 & EM: Full spectrum vs. USD, liquid crosses and a large array of illiquid crosses NDFs: BRL, CLP, COP, IDR, INR, KRW, PEN, PHP & TWD Precious Metals: XAG, XAU, XPD, XPT Synthetic NDFs: Ability to execute G10 and EM pairs as cash settled synthetic NDFs
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:
AES FX allows clients the ability to tailor the liquidity destinations used during the algorithmic execution process. The Liquidity Selection feature offers access to Internal, External, Hybrid as well as a range of customised liquidity options (including Peer to Peer destinations) In addition, Crossfinder FX is AES FX’s Spot FX matching engine that facilitates crossing opportunities between algo orders.
TCA / Analytics Offered
Pre trade analytics
Post trade transaction performance
Real time TCA
Breakdown of child executions
Independent third party TCA
Other associated services:
'- Instant Color: Order-level post trade TCA
- ExPRT: Portfolio-level post trade TCA
- EDGE FX: Credit Suisse’s award winning, fully interactive TCA portal. EDGE FX provides clients with a wide range of in-depth analytics including pre-, intra- and post-trade reports to support them throughout their trading workflows
- Bespoke Analytics: Our team can fulfil client enquiries for bespoke analytics and customised data requests
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
Bespoke apps
Quantitative research
Trade execution consultancy
Facilitation of buy-side reporting
Benchmarks and investment product support
Other associated services:
AES FX has a dedicated global coverage team of market specialists who are at hand to provide clients with market colour, strategy selection guidance, in-flight order analytics, algo consultation services, and round the clock support. Complementing the above, we offer agency swaps execution capabilities, as well as a hightouch trading service for those clients that require a more bespoke approach to handling their flows.

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