ADVANCED | CUSTOM | DYNAMIC

EXECUTION ALGORITHMS

RCM-X’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. Recent expansion into multi-market futures execution follows years of technological improvement in this software by the RCM-X team, and first hand experience creating custom algorithms for 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

ALGORITHMS

PRODUCT & EXCHANGE LIST

Custom Algorithms

The RCM-X team actively engages with clients to customize algorithms to meet their needs, fine tuning algos, especially in the futures space, per product to incorporate:

Contract specific volume forecasts
Product specific matching engine charateristics
Additional parameter inputs & settings
Streamlined API & ability to tune on the fly

INTERESTED? TRY OUR DEMO