Fidessa unveils next-generation algorithms

The algorithms, known as BlueBox Execution Strategies, are designed to combine access to dark liquidity pools with conventional markets.

The principle strategy within the new product set is 'Spotlight', an aggregation algorithm that can simultaneously connect to displayed and non-displayed liquidity, splitting orders as necessary for best execution.

The new algorithms will be available immediately to Fidessa's US-based clients in addition to its more familiar BlueBox strategies, such as VWAP

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