Deutsche Bank

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Vittorio Nuti, Global Head of Algo Trading
1 Great Winchester St, London EC2N 2DB
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Iceberg: An aggressive liquidity seeking algorithm
Stealth: Dynamic algo to execute efficiently in changing market conditions
TWAP & VWAP: Uses intelligent limit order pricing techniques to capture spread
Smart Peg: Passively peg to the order book and move up and down with the market
Pi & eBest: Passively works your order against DB’s Franchise
Slicer: Slicer orders against DB’s price stream

Also available:
Customisation available
NDF algos
Supported currency pairs:
Deutsche Bank’s Market Colour app provides
Supported CCY Pair grid.
Deliverable: G10 & EM Crosses. NDF: INR, IDR, KRW, TWD, PHP, CLP, COP, PEN, BRL. Our algos access ECNs, Bi-lateral and Principal liquidity.
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:
Hot Actions: Ability to make changes to your algo on the fly, giving you complete control. Choose to Pause/ Resume, Fill Now, Fill Remaining.
Block Order: Allows you to run multiple strategies simultaneously with access to Hot Actions for each individual order.
TCA / Analytics Offered
Pre trade analytics
Post trade transaction performance
Real time TCA
Breakdown of child executions
Independent third party TCA
Other associated services:
Configure your CSV files to receive the data parameters you need.
Choose between PDF, CSV files or both.
Option to receive Aggregated TCA reports at your preferred frequency.
Receive Post-TCA immediately or after reversion metrics.
Third Party TCA: BestX, Tradefeedr, ITG.
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
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:
Award winning Market Colour Tool: Benefit from DB’s unique view of market liquidity, volume, and flows relative to historic measures along with several other statistical studies. Now integrated with third party platforms.
Autobahn for Mobile: Access Market Colour, FX Order Monitor and ABFX applications via Mobile. View your Algo in real time and make in-flight changes. Stay up to date with DB’s Research and Trader Commentary.