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ITG futures algorithms launched

First Published 10th October 2011

Investment Technology Group launches new suite of futures algorithms

Jamie Selway, Head of Liquidity Management, ITG

Jamie Selway, Head of Liquidity Management, ITG

"We intend to expand the derivatives suite to cover a broad range of products."

Investment Technology Group, Inc., the agency research broker and financial technology firm, has announced the release of a suite of algorithms for futures. The ITG futures algorithms are available via ITG's Triton® execution management system, through the ITG Matrix® front-end and API for derivatives trading, and also via FIX connection to ITG from third-party trading systems.

"These new algorithms provide a range of flexible strategies for investors seeking to take positions or hedge portfolios using futures," said Patrick Read, ITG's Head of Derivatives. "In developing these futures algorithms, we leveraged our long history of creating best-of-breed tools for the asset management community."

The new algorithms are an enhancement to ITG's existing derivatives trading capabilities, which offer functionality across a variety of trading applications, high-touch derivatives trading and strategy as well as low-latency APIs for black-box DMA strategies. ITG's OCC listed options market share averages approximately 1.5%.

"The launch of futures algorithms illustrates our commitment to multi-asset trading capabilities," said ITG's Head of Liquidity Management, Jamie Selway. "We intend to expand the derivatives suite to cover a broad range of products as we work to enhance the scale and scope of our independent trading platform."

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