ETF strategy algo is designed for market makers and liquidity providers who needs to maintain simultaneous bid and offer in market. It is designed to bid and offer prices referencing a base contract from which it derives its price. Auto hedge the position with user defined parameters. A must have for liquidity providers/ market makers.
- Spread based algorithmic execution on theoretical NAV v/s market price.
- Spread difference in absolute or percentage from theoretical NAV
- Auto Theoretical calculation on uploading excel file with AUM and units details
- Leap & jump algo which amends the bid & ask prices with change in market.