Understanding the link between risk management and performance is one thing. Creating an algorithm that controls them both is quite another.
ITG’s latest algorithm, ITG Dynamic Implementation Shortfall Algorithm 2.0, breaks new ground by bringing risk and cost under control automatically and efficiently, even when trading in dark pools. Instead of rigidly following a pre-planned trade schedule (as many other implementation shortfall algos do), ITG DIS 2.0 swiftly reacts to market changes, incorporates time of day patterns, and trims unwanted market exposure–all in real-time.
Try our interactive demo below to see:
How a buy and sell schedule would look when your list is either balanced or imbalanced
What time of day is best to trade for different degrees of urgency
How a big block fill will affect your future trading schedule