RCM Technologies

RCM’s futures execution algorithms are designed, back tested, and deployed via Strategy Studio, a high performance C++ trading platform used by sophisticated low latency trading firms on the equity execution side. The expansion into futures execution follows years of technological improvement in this software by the RCM team, and first hand experience creating custom algorithms for prop trading firms and other speed and market impact sensitive traders.

Features Include
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Low latency feedhandling & colocation improve order priority and fill rates, avoiding losing ground on pricing accuracy to high frequency traders
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Advanced, contract specific volume forecasts to account for liquidity differences across the futures curve

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The ability to custom code client specific algorithms across a wide variety of parameters
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A full suite of algorithms built by a team with broad experience in quantitative asset management, trading technology, and implementing low latency strategies
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Production orders continuously mirrored to a tick-by-tick simulation environment, to monitor alignment of research and development with real life fill quality

SPEED MATTERS

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High-speed child order placement gets orders to the exchange faster than competing orders

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Slow to exchange results in missed bids/offers, and the need to resubmit orders

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Slow to process data results in missed opportunity to move orders to better prices

BENCHMARK ALGORITHMS

ABOUT RCM

RCM ALTERNATIVES
RCM TECHNOLOGIES
EXECUTION ALGOS

RCM Alternatives (“RCM”) is a registered commodity brokerage firm which helps investors identify and access top alternative investments focused in commodities and managed futures; in addition to assisting investment firms such as hedge funds, commodity trading advisors, and mutual funds set up and efficiently access markets around the world.

Its affiliate RCM Risk Advisors provides two key services to the professional trading/investment management space: trading technology and risk management.

The trading technology’s team of engineers and quantitative researchers develop software for automated trading and execution algorithms, licensing the technology and providing algorithms to RCM clients.

The risk management practice provides modelling, reporting, and best practices advice to RCM Alternatives, its clients, and 3rd party asset managers.

RCM Risk Advisors is primarily responsible for the creation, maintenance, and customization of RCM’s execution algorithms, through the leadership of Managing Partner Joseph Signorelli & CIO/Head of Algorithmic Trading David Don. RCM Alternatives currently allocates to more than 50 managers around the world, with clients in over 40 countries and assets of more than $3 Billion utilizing the firm’s services.

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