Slicing strategies

Greeksoft Slicing strategy is a strategy that can be used when a huge trading order is divided into small portions (slices), which are then traded separately at different time during a trading day.

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  • SOR based execution
  • TWAP
  • VWAP
  • Bidding
  • Bidding with Opportunity (Liquidity Seeker)
  • Bidding with Timer (Aggressive Liquidity Seeker)
  • Best Bidding with Timer (Time interval based Liquidity Seeker)
  • Market Participation (Slot / Cumulative)
  • Multiple strategy execution simultaneously
  • Strategy fill trackers
  • TVAP switch.
  • Best exchange
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