As algo wheels reshape how buy-side firms select brokers, top quality algo performance is no longer a competitive edge—it’s a baseline requirement. Generic factors like bid-ask spread, volatility, top of the book liquidity, order size, etc., are no longer sufficient to navigate today’s intricate market dynamics. This session introduces “Lenses,” a powerful, new framework designed for the dynamic evaluation and enhancement of algorithmic trading performance.

Lenses empower quantitative teams to move beyond traditional metrics, offering unprecedented granularity to "zoom in" on execution quality through tailored, actionable insights. We will provide real-world examples demonstrating how “Lenses” reveal critical opportunities to refine routing logic, determine optimal schedules, or instantaneous participation rates, optimize child order placement and tolerance bands, and intelligently adapt taking strategies in real-time. Discover practical methods for cleaning liquidity, shrewdly managing spread crossing, and effectively mitigating fading effects—all crucial for preserving and maximizing algo performance.

Attendees will learn how to leverage “Lenses” to achieve smarter, better execution quality, and secure a decisive competitive edge in the rapidly evolving landscape of algo wheels.

Overview Objectives:

Optimize Execution Strategy: Empower quant teams to fine-tune execution strategies by leveraging “Lenses” for superior algo performance.

Master Advanced Taking Logic: Implement advanced taking logic, including techniques for cleaning liquidity, intelligent spread crossing management, and effectively mitigating fading effects to safeguard and grow alpha.

Gain Broker Evaluation Advantage: Strategically position your algorithms for success within evolving broker evaluation frameworks, aligning with client-specific benchmarks through adaptive, data-driven performance insights.