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Goldman Sachs
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Ralf Donner, Head of FICC Execution Solutions
Ralf.Donner@gs.com
Goldman sachs International
Plumtree Court,
25 Shoe Lane,
London
EC4A 4AU
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Dynamic Hybrid: Smart
Dynamic Aggressive: Aggressive
Dynamic Iceberg: Aggressive
TWAP: Sliced
VWAP: Sliced
Pegged: Passive
Basket: Portfolio
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