Futures Algorithmic Trading

Our Futures Algorithmic Trading Platform offers innovative low latency strategies, combined with high-touch trading desk, to help clients achieve execution objectives.

Markets access

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Thoughtfully designed

Built from scratch for Futures instead of replicated from Equity algos

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Tailored strategies

Tailored towards client execution objectives and applies Custom Order-Placement Model

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Custom TCA

Detailed order level and aggregate transaction cost analytics to understand and optimize execution behavior

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Dedicated customer service

Desk intelligence supports Execution Algos

Key strategies that support Futures Trading

Implementation Shortfall (IS)

Implementation Shortfall (IS)

Proactive, price opportunistic strategy that leverages alpha signals and order book dynamics to gain passive fills and minimize market impact. Quantitatively optimized schedule to balance market impact and opportunity cost

VWAP

VWAP

Looks to achieve the Volume Weighted Average Price (VWAP) by using custom volume profiles coupled with real-time microstructure indicators to drive efficient execution behavior

TWAP

TWAP

Looks to achieve the Time Weighted Average Price (TWAP) over user defined time period while utilizing intelligent order placement to minimize information leakage

POV

POV

Track intra-day volume to trade in-line with market volume with intelligent discretion around trajectory to provide room to work passively and opportunistically get ahead

Exchange Access

  • CME Group (CME/CBOT/NYMEX/COMEX)
  • ICE US/EU/UK/NDX
  • EUREX
  • Montreal
  • CFE
  • EURONEXT
  • FMX

Products supported

  • Treasury Futures
  • Short Term Interest Rates
  • Commodities
  • Equity Index
  • Energy
  • Currencies

EMS vendor

  • Aladdin
  • InfoReach
  • Realtick
  • Bloomberg EMSX
  • Neovest
  • Fidessa
  • Portware
  • FlexTrade
  • REDI
  • Tora
  • Triton
  • Newport
  • Charles River

Futures Algorithmic Trading


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Futures execution strategies

Our Futures Algorithmic Trading Platform offers innovative low latency strategies, combined with high-touch trading desk, to help clients achieve execution objectives.

Algorithms

We offer a comprehensive product suite for Futures execution algorithms. Our streamlined algorithmic trading suite is proximity hosted next to key Futures Exchanges and utilizes low latency market data, customized liquidity profiles, and sophisticated order routing with a simple, safe, and easy to use set of orders to help you pursue high-quality execution outcomes.

Synthetic order types

RBC Capital Markets’ Futures group provides innovative global execution and clearing solutions for futures and options to financial institutions, corporations, hedge funds, asset managers, and high net worth individuals around the world. These synthetic order types help the trader efficiently achieve best execution through a simple set of parameters.

Futures execution strategies


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Our team

New York

Ken Camara

Futures eTrading Sales

+1.212.618.7504

Electronic connectivity

Al Spera

Head of Futures E-Trading Execution

+1.312.559.2057

24-hour execution

+1.866.689.9391

Futures24@rbc.com

AI insights

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