APA Approved Publication EU
ComplianceMulti
EU MiFID II APA reporting
Source: encyclopedia
Adaptive IS to market
ISMulti
Adjust IS aggression based on price drift
Source: encyclopedia
Adaptive VWAP real-time
VWAPMulti
Adjust VWAP to live volume profile
Source: Quod
Aggressive VWAP weighted
VWAPMulti
Front-load near start to reduce timing risk
Source: encyclopedia
Aladdin BlackRock execution
Bond AlgosMulti
BlackRock Aladdin execution + risk
Source: encyclopedia
All-to-all bond trading
Bond AlgosMulti
A2A platforms allow buy-side to make markets
Source: encyclopedia
Almgren-Chriss IS framework
ISMulti
AC 2001: optimal trade-off market impact vs timing risk
Source: AC 2001
Anti-VWAP front-running
VWAPMulti
Detect VWAP and front-run last 15 min
Source: encyclopedia
At-the-close order
Order TypesMulti
Execute at closing cross
Source: encyclopedia
At-the-open order
Order TypesMulti
Execute at opening cross
Source: encyclopedia
Auction-imbalance trading
AuctionMulti
Trade NYSE imbalance reveal at 3:30/3:50
Source: encyclopedia
Back-loaded IS algo
ISMulti
Slower IS for low-urgency
Source: encyclopedia
Best execution Reg NMS US
ComplianceMulti
US Reg NMS Order Protection Rule
Source: encyclopedia
Best execution policy MiFID II
ComplianceMulti
EU MiFID II Best Execution requirement
Source: encyclopedia
Block sweep DEX
Crypto AlgosMulti
Sweep blocks across multiple DEXs
Source: encyclopedia
Block-cross algorithm
LiquidityMulti
Match large blocks via crosses (Liquidnet POSIT)
Source: encyclopedia
Bloomberg Brokerage Hub
CostsMulti
Bloomberg AIM EMSX execution platform
Source: encyclopedia
Bloomberg POMS execution
Bond AlgosMulti
Bloomberg POMS portfolio order mgmt
Source: encyclopedia
Bond RFQ MarketAxess
Bond AlgosMulti
MarketAxess RFQ platform
Source: encyclopedia
Bracket order OCO
Order TypesMulti
Stop + target as one-cancels-other
Source: encyclopedia
CAT Consolidated Audit Trail
ComplianceMulti
FINRA/SEC CAT reporting
Source: encyclopedia
COLO co-location India
Indian SpecificMulti
NSE/BSE co-location services
Source: encyclopedia
Close-auction targeting MOC
AuctionMulti
Most volume at close - MOC algos
Source: encyclopedia
Constant TWAP fixed-quantity
TWAPMulti
Fixed N shares every interval
Source: encyclopedia
Crypto TWAP exchange
Crypto AlgosMulti
Coinbase Binance TWAP for large orders
Source: encyclopedia
Crypto VWAP
Crypto AlgosMulti
VWAP for crypto with 24/7 liquidity
Source: encyclopedia
DAY order daily
Order TypesMulti
Cancel at end of day if unfilled
Source: encyclopedia
DEX aggregator 1inch Cowswap
Crypto AlgosMulti
1inch Cowswap aggregate DEX execution
Source: 1inch
DMA approval India
Indian SpecificMulti
SEBI DMA framework for institutional algos
Source: encyclopedia
Dark-pool sniper
LiquidityMulti
Hunt dark-pool liquidity sequentially
Source: Quod
Detected TWAP front-run
TWAPMulti
Detect institutional TWAP fade for alpha
Source: SignalPilot
Dynamic POV adaptive
POVMulti
Adjust POV to real-time market vol
Source: encyclopedia
FOK Fill-Or-Kill
Order TypesMulti
Fill all or cancel none
Source: encyclopedia
FX LP aggregator
FX AlgosMulti
Aggregate LP quotes for best bid/offer
Source: encyclopedia
FX RFS streaming quotes
FX AlgosMulti
RFS for tighter spreads on liquid pairs
Source: encyclopedia
FX TWAP USD/INR
FX AlgosMulti
TWAP execution on USDINR
Source: encyclopedia
FX VWAP majors
FX AlgosMulti
VWAP for majors EURUSD GBPUSD USDJPY
Source: encyclopedia
FX last-look prevent
FX AlgosMulti
Disable last-look to ensure fill
Source: encyclopedia
FX peg-to-mid
FX AlgosMulti
Peg to mid-market rate
Source: encyclopedia
Front-loaded IS algo
ISMulti
IS 50% first 30min for high-conviction trades
Source: SignalPilot
GTC Good-Til-Cancelled
Order TypesMulti
Order persists until filled or cancelled
Source: encyclopedia
GTD Good-Til-Date
Order TypesMulti
Cancel at specified date
Source: encyclopedia
Hidden POV stealth
POVMulti
POV via dark pools to avoid detection
Source: encyclopedia
IEX speed-bump dark venue
LiquidityMulti
IEX 350-microsec delay anti-HFT
Source: IEX
IOC Immediate-Or-Cancel
Order TypesMulti
Fill what's available cancel rest
Source: encyclopedia
IS with risk-aversion lambda
ISMulti
Almgren-Chriss risk-aversion parameter
Source: AC
Iceberg with disclosed quantity
Order TypesMulti
Disclosed slice + hidden total
Source: encyclopedia
Iceberg with random tip
LiquidityMulti
Reveal small tip - randomize size
Source: encyclopedia
Implementation Shortfall Perold
ISMulti
Perold 1988: minimize cost vs decision price
Source: Perold 1988
LL-IS Last-look smoothed FX
LiquidityMulti
Last-look in FX trading
Source: encyclopedia
LOC limit-on-close
AuctionMulti
Limit-on-close orders for close-auction
Source: encyclopedia
Limit order LMT
Order TypesMulti
Sets price - waits for fill
Source: encyclopedia
Limit order books CEX
Crypto AlgosMulti
Standard limit-order-book exchanges
Source: encyclopedia
Limited VWAP with collar
VWAPMulti
Don't cross collar bands
Source: encyclopedia
Liquidity-seeking algo lit+dark
LiquidityMulti
Seeks liquidity across lit + dark venues
Source: Quod
Liquidnet conditional liquidity
LiquidityMulti
Liquidnet largest dark block venue
Source: Liquidnet
MEV-protect bundles Flashbots
Crypto AlgosMulti
Flashbots Protect prevents sandwich
Source: Flashbots
MOO market-on-open
AuctionMulti
Market-on-open orders for open-auction
Source: encyclopedia
Market order MKT
Order TypesMulti
Crosses spread - immediate fill
Source: encyclopedia
NSE Smart Order Routing SOR
Indian SpecificMulti
Inter-exchange routing NSE-BSE
Source: encyclopedia
NSE block deals window
Indian SpecificMulti
Block deal window 8:45-9:00 NSE
Source: encyclopedia
NSE bulk deals reporting
Indian SpecificMulti
Bulk deals (>0.5% equity) reported same-day
Source: encyclopedia
NSE iceberg approval
Indian SpecificMulti
SEBI-approved iceberg orders on NSE
Source: encyclopedia
Open-auction targeting MOC
AuctionMulti
Concentrate fills near opening auction
Source: encyclopedia
POSIT crossing network
LiquidityMulti
POSIT periodic auction crossing
Source: POSIT
POV 20% aggressive
POVMulti
20% participation - faster but higher impact
Source: encyclopedia
POV 5% participation
POVMulti
Cap 5% participation - low impact
Source: encyclopedia
POV with price collar
POVMulti
POV but pause beyond collar
Source: encyclopedia
Passive VWAP back-loaded
VWAPMulti
Back-load to reduce market impact
Source: encyclopedia
Pegged orders mid/bid/offer
LiquidityMulti
Peg to NBBO mid/bid/offer
Source: encyclopedia
Percent of volume POV
POVMulti
Trade fixed % of market volume each slice
Source: Endovia
Periodic-auction venues
AuctionMulti
EU periodic auction venues for size hunting
Source: encyclopedia
Plexus Best Execution analysis
CostsMulti
Plexus historical TCA database
Source: encyclopedia
Post-trade reversal analysis
CostsMulti
Did price revert post-execution?
Source: encyclopedia
Pre-trade VWAP curve
VWAPMulti
Forecast intraday volume curve from history
Source: encyclopedia
Pre-trade impact estimate
CostsMulti
Forecast impact based on size + liquidity
Source: encyclopedia
Quantitative Brokers QB-Plex
CostsMulti
QB futures execution algo provider
Source: encyclopedia
RFQ Request for Quote
LiquidityMulti
RFQ asks dealers for quotes - bond/swap markets
Source: encyclopedia
RFS Request for Stream
LiquidityMulti
RFS streaming quotes from dealers
Source: encyclopedia
Reserve order exchange-native
LiquidityMulti
Exchange iceberg / reserve order type
Source: encyclopedia
SEBI algo classification
Indian SpecificMulti
SEBI algo classification levels
Source: Endovia
SOR Smart Order Router
LiquidityMulti
Routes order between venues for best price/fees
Source: Endovia
SOR with venue ranking
LiquidityMulti
Rank venues by historical fill quality
Source: encyclopedia
Slippage analysis live vs theoretical
CostsMulti
Compare theoretical vs realized slippage
Source: encyclopedia
Sniper / liquidity-seeking
LiquidityMulti
Triggered slicing to hunt liquidity
Source: Quod
Square-root market impact model
CostsMulti
Impact ~ sqrt(size/ADV) Almgren et al
Source: encyclopedia
Standard TWAP equal time
TWAPMulti
Slice equally across time intervals
Source: Endovia
Standard VWAP algo
VWAPMulti
Execute proportional to historical intraday volume curve
Source: Endovia
Stop order STP
Order TypesMulti
Triggered when price hits stop
Source: encyclopedia
Stop-limit order STP-LMT
Order TypesMulti
Stop trigger + limit price
Source: encyclopedia
Stop-loss vs trailing distinction
Order TypesMulti
Fixed stop-loss vs trailing stop
Source: encyclopedia
TCA Transaction Cost Analysis
CostsMulti
Standard TCA reports for execution quality
Source: encyclopedia
TWAP exit panic prevention
TWAPMulti
Prevent panic-sell slippage via TWAP exit
Source: SignalPilot
TWAP with price collar
TWAPMulti
Pause TWAP if price exceeds collar
Source: encyclopedia
TWAP with randomization
TWAPMulti
Randomize slice size + timing to avoid detection
Source: encyclopedia
Trade reporting facility TRF
ComplianceMulti
FINRA TRF off-exchange reporting
Source: encyclopedia
Tradeweb bond RFQ
Bond AlgosMulti
Tradeweb RFQ platform
Source: encyclopedia
Trailing stop
Order TypesMulti
Stop follows price by fixed amount/%
Source: encyclopedia
VWAP slippage benchmark
VWAPMulti
Measure performance vs VWAP benchmark
Source: encyclopedia
VWAP-target benchmark order
Order TypesMulti
Order priced at VWAP achieving benchmark
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.