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RBC Capital Markets

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RBC Capital Markets
100 Bishopsgate, London EC2N 4AA
Algorithms Offered & Their Execution Styles
Names of key fx algo strategies:
RBC Provide: A passive posting strategy
RBC TWAP: A time-weighted benchmark strategy
RBC VWAP: A volume-weighted benchmark strategy
RBC IS: An arrival price benchmark strategy
RBC Strike: A liquidity-seeking strategy
RBC LimitPlus: A limit order strategy
RBC SmartTake: A Sweep-to-Fill strategy

Also available:
Customisation available
Supported currency pairs:
Available in all G10 currencies and deliverable EM currencies.
Features & Functionality
Use of adaptive execution technology
Use of smart order routing SOR logic
Inflight execution modification possible
Algo safety controls offered
Other associated services:
RBC provides a unique pool of liquidity which is highly curated to help minimise market impact and signaling risk, and is completely transparent on the execution logic for both venue selection and order placement. RBC provides the ability to seamlessly switch algo strategies in real-time combined with multiple additional features and controls to ensure you are always in control.
TCA / Analytics Offered
Post trade transaction performance
Breakdown of child executions
Independent third party TCA
Other associated services:
The RBC TCA report provides numerous benchmarks and metrics, combined with market data charts, aggressive/passive fills by source with hit rates, and detailed information on every individual child order to the millisecond time stamp. RBC is also live and fully integrated to leading independent 3rd party TCA providers.
Distribution Channels Available
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
Quantitative research
Trade execution consultancy
Facilitation of buy-side reporting
Benchmarks and investment product support
Other associated services:
RBC provides an extensive range of algo strategies and execution services that allows you to choose the strategy to match your objectives in any market environment. RBC Capital Markets is part of Royal Bank of Canada (RBC), a leading, diversified provider of financial services and one of the strongest banks globally. RBC is among a small group of highly rated global banks and is recognized time and time again for its financial strength, market leadership, and philanthropic work.

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