Algo choice: how to implement a market impact/volatility trade-off

Quantifying how macroeconomic announcements affect market reaction is key to deploying the right FX algo, writes Alexei Jiltsov of Tradefeedr

alternative-data-spikes-ethical.jpg

Despite the impressive array of execution algos available, users still need to specify upfront the parameters they want to use. The results can otherwise be disappointing.

Typically, an algo user will select the type – passive or active; scheduled or opportunistic; and the underlying liquidity type – and the required urgency: fast or slow. The combination of these parameters will determine the expected horizon.

But the process can also be flipped on its head. Given the expected horizon, it’s

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

FX automation: mission incomplete?

This FX Markets webinar delves into the evolution of FX trading desks, the challenges to automating trade workflows, and what vendors and liquidity providers are doing to address this

Most read articles loading...

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: