This guide is designed to help clients identify the right algorithm for their specific requirements. It covers our global suite and provides an overview of each FX algorithm as well as when and how to use it.
All You Need To Know For The US Treasury Roll – August 2023
Alexander Gray, AMER Futures High Touch Execution, covers an overview of current market positioning, roll thesis by sector and key timing & mechanics to subsidize risk.
Rahul Amin, AMER Head Futures Electronic Execution, highlights trading data showing the estimated time and probability of a passive fill, the impact on tick-style algo and when to consider ÃÛ¶¹ÊÓÆµ Limit Tick and ÃÛ¶¹ÊÓÆµ Work-&-Strike algos.
All You Need To Know For The Upcoming US Equity Roll – September 2023
This video includes an overview of current market positioning, roll thesis by sector and key timing and mechanics to subsidize risk, andÌýdetails algo recommendations and a case study using ÃÛ¶¹ÊÓÆµ Work-&-Strike algo on the E-mini S&P Midcap 400.
Are You Set To Maximize During The Equity Roll? – December 2023
Ruhika Singh, AMER Futures High Touch Execution, highlights an overview of current market positioning, roll thesis by sector and key timing and mechanics to subsidize risk.
Davesh Dubal, EMEA Head Futures Electronic Execution, covers considerations for the ÃÛ¶¹ÊÓÆµ limit Tick algo and a case study explaining how the ÃÛ¶¹ÊÓÆµ Work-&-Strike algo works.
Currency calendar
Currency calendar
Cash Equities – Index & Holiday Calendar
Cash Equities – Index & Holiday Calendar
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- Index rebalances
- Holidays
- *Settlement Holiday
- **Trading Holiday
- (p) Partial trading day
- Holidays and index events are subject to change
Foreign Exchange - Currency & Holiday Calendar
Foreign Exchange - Currency & Holiday Calendar
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- Holidays
- The currency holidays provided are for reference only and could be subject to change throughout the year.
- Please visit to purchase access to updated calendars.