As algo wheels reshape how buy-side firms select brokers, precision execution is no longer a competitive edge—it’s a baseline requirement. In this session, we introduce “Lenses”, a powerful new framework for dynamically evaluating and enhancing algorithmic trading performance. Going beyond generic benchmarks like VWAP and arrival price, Lenses allow quant teams to zoom in on execution quality through tailored, granular metrics.

With real-world examples, we explore how Lenses help improve routing logic, refine order placement tolerances, and adapt taking logic in real time—including how to clean liquidity, manage spread crossing, and mitigate fading effects. The result: smarter execution, optimized broker selection, and a more dominant position in the competitive landscape of algo wheels.

Overview objectives:

• Leverage Lenses to fine-tune execution strategy, improving routing logic and market placement for optimal fill quality and timing tolerance.
• Enhance taking logic by cleaning liquidity, managing spread crossing intelligently, and reducing the fading effect to protect alpha.
• Position your algorithms to win in broker evaluation frameworks, by aligning to client-specific benchmarks with adaptive, data-driven strategies.