Morgan Stanley

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Alessio Calcagno, VP, FX Algorithmic Trading
Morgan Stanley
25 Cabot Square
Canary Wharf
London
UK
E14 4QA

Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
Standard Benchmark: TWAP, VWAP, Arrival Price, Fixing Order
Opportunistic: Seeker, Peg
Level-Based: Reflex, Iceberg, Limit (Bid / Offer}, Stop Loss, IOC (Mine / Yours)
Multi-Leg Strategies: Linked Order

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ASSOCIATED ARTICLES & AUDIO/VISUAL RESOURCES