When trading portfolios, there are complexities of managing the cash and risk in the lists. And, trading in the same name in more than one list means the challenges multiply.

How ITG can help

ITG’s Dynamic Implementation Shortfall (IS) Algorithm has unique multi-list capabilities to control aggregate participation in a single symbol and side for Volume Cap and Urgency. This strategy avoids high participation and price impact while controlling cash and risk in each sublist independently. What’s more, the Dynamic IS Report offers traders full execution transparency to dissect performance across a range of objectives.