Aiden VWAP

Seeks improved performance by reducing slippage against the VWAP benchmark.

Discover Aiden

Solving for VWAP With Advanced AI

Aiden VWAP is Aiden’s first execution algorithm. This volume-weighted average price strategy uses the power of AI to improve execution performance by reducing slippage against the VWAP benchmark. Aiden VWAP utilizes deep reinforcement learning and a robust reward system to learn from its action in real time and adapt to changing market conditions, continually optimizing execution quality for clients.

Deep Neural Network

Deep Neural Network

Over 200+ inputs allow Aiden to continuously learn and gain trading experience over time.

Volume Discretion

Volume Discretion

Utilizes discretion to optimize VWAP slippage performance.

Price Actions

Price Actions

Modulates its aggressiveness based on price.

Explainability

Explainability

RBC provides post-execution reports with insights on trading actions and decisions.

Deep Reinforcement Learning

Next-Generation Algorithmic Performance

Aiden’s AI-based algorithms leverage the power of deep reinforcement learning to manage complex data relationships in constantly changing market environments with the aim of reducing slippage against key execution benchmarks, including Arrival Price and VWAP.

The Power of Aiden

RBC’s award-winning, patented AI trading platform is helping deliver improved trading execution quality and insights for clients globally.

  • Continuously analyzes hundreds of data inputs that could impact trading outcomes.
  • Gains experience in real time over hundreds of thousands of actions.
  • Learns with every order received across different regions and market events.
  • Anticipates market changes and responds using its proprietary framework.

RBC’s AI Insights

Our latest thinking on how advanced AI technology solves today’s complex business challenges.


Discover the Possibilities of Aiden

Connect with our team to learn more about Aiden and RBC’s transformative AI technology.

 

Canada
Sales & Trading

+1.416.842.5326

 

United States
Sales & Trading

+1.212.618.7700

 

Europe, Middle East & Africa
Sales & Trading

+44.20.7002.2552

This website is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument, investment product or service. The information contained herein, has been compiled from sources believed to be reliable, but no representation or warranty, express or implied, is made by RBC Capital Markets or any of its businesses or representatives, as to its accuracy, completeness or correctness. To the full extent permitted by law, neither RBC Capital Markets nor any of its businesses or representatives, accepts any liability whatsoever arising from the use of this communication. RBC Capital Markets is a registered trademark of Royal Bank of Canada. RBC Capital Markets is the global brand name for the capital markets business of Royal Bank of Canada and its affiliates, including RBC Capital Markets, LLC (member FINRA, NYSE, and SIPC); RBC Dominion Securities, Inc. (member IIROC and CIPF), RBC Europe Limited (authorized and regulated by Financial Services Authority) and RBC Capital Markets (Hong Kong) Limited (regulated by SFC). ® Registered trademark of Royal Bank of Canada. Used under license. © Copyright 2020. All rights reserved.

Stay Connected

Get the latest Aiden updates, and AI insights from RBC Capital Markets delivered to your inbox.