The algorithm leverages a number of Neonet's existing algorithmic models and methodologies in both lit and dark markets, dependent on the level of urgency required to close the order.
"The client can control the algorithm by determining the urgency required to get the order completed in the market," says Tim Wildenberg, Neonet's CEO. "Capture combines the lessons we have learnt enhancing the execution quality in our algorithmic suite with the technology from our smart order router to distribute
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails