- Dynamic Implementation Shortfall—Manages risk at a list/basket level rather than at individual name level; allows cash and sector neutrality on executed baskets; utilizes ITG’s Risk Models to minimize risk on the residual list. The algorithm can execute baskets containing any mix of both stocks and equity index futures.
- Dark List—Solves the challenge of trading in dark pools and maintaining dollar/sector neutrality; trades to dark pools only achieving midpoint or better pricing
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Not to be reproduced or retransmitted without permission.