OUR ADVANCED EXECUTION ALGORITHMS AND TRANSACTION COST ANALYSIS (TCA) SERVICES  QUANTIFY AND HELP REDUCE THE UNCERTAIN COSTS OF TRADING IN AN EVER-CHANGING MARKET.

Features Include

A full suite of execution algorithms built by a team of practitioners with broad experience in quantitative asset management, trading technology, and implementing low latency strategies.

Low latency feedhandling & colocation improve order priority and fill rates, avoiding losing ground on pricing accuracy to high frequency traders.

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Advanced, contract specific volume forecasts to account for liquidity differences across the futures curve.

Production orders continuously mirrored to a tick-by-tick simulation environment, to monitor alignment of research and development with real life fill quality.

SPEED MATTERS

Our intelligent order placement techniques improve passive fill rates, and when combined

with RCM-X’s high-speed child order placement capabilities to get to the exchange faster than competing

orders it means better fill prices and less missed opportunities for your trades

ALGORITHMS

Core Suite of RCM-X Algo Strategies

Description:

  • Executes aiming to blend with forecasted volume patterns.

Description:

  • Executes at a steady rate over an interval of time.

Description:

  • Executes in line with current market activity, targeting a max percentage of volume.

Description:

  • Dynamically adjusts target participation rate as a function of real-time market conditions relative to a chosen benchmark.

 

Description:

  • Dynamically executes in an opportunistic fashion looking to minimize risk-adjusted trading costs relative to arrival price.

 

Description:

  • Aims to minimize risk-adjusted slippage relative to the end time, such as executing into the close/settlement.

 

Description:

  • Sources liquidity with stealth, blending techniques such as randomized iceberg, pegging, and sniping.

 

Description:

RCM-X's engineering team works with clients to create bespoke strategies tailored to their trading objectives

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Bespoke Algorithms

 

RCM-X actively engages with clients to understand their execution objectives and preferences in order to provide valuable guidance on algorithm and parameter selection. But for strategic client’s with unique execution objectives who’s needs go beyond the functionality of our standard algo suite, RCM-X stands ready to implement client-specific customization. And because of RCM-X’s experience in trading and our proprietary technology stack, we’re able to offer this tailored approached in a time efficient and cost-effective manner.

To learn more about Bespoke Algorithmic Execution Strategies:

CONTACT US

PRODUCT & EXCHANGE LIST

EXCHANGE

PRODUCT

EXCHANGE CODE

PRODUCT TYPE

CME - CMEAustralian Dollar6AFX
CME - CMEBritish Pound6BFX
CME - CMECanadian Dollar6CFX
CME - CMEEuro6EFX
CME - CMEYen6JFX
CME - CMEMexican Peso6MFX
CME - CMENew Zealand Dollar6NFX
CME - CMESwiss Franc6SFX
CME - CMEBitcoinBTCFX
CME - CMEEurodollarGEInterest Rate
CME - CMEFeeder CattleGFLivestock
CME - CMELean HogsHELivestock
CME - CMELive CattleLELivestock
CME - CMEE-mini S&P MidCap 400EMDEquity Index
CME - CMEE-mini S&P 500ESEquity Index
CME - CMEYen-denominated Nikkei 225NIYEquity Index
CME - CMEDollar-denominated Nikkei 225NKDEquity Index
CME - CMEE-mini Nasdaq 100NQEquity Index
CME - CMEE-mini Russell 2000RTYEquity Index
CME - NYMEXBrent Crude OilBZEnergy
CME - NYMEXCrude OilCLEnergy
CME - NYMEXNY Harbor ULSD Heating OilHOEnergy
CME - NYMEXHenry Hub Natural GasNGEnergy
CME - NYMEXPalladiumPAMetals
CME - NYMEXPlatinumPLMetals
CME - NYMEXRBOB GasolineRBEnergy
CME - CBOTKansas City HRW WheatKEAgriculture
CME - CBOTUltra 10-Year NoteTNInterest Rate
CME - CBOTUltra Treasury BondUBInterest Rate
CME - CBOTE-mini Dow ($5)YMEquity Index
CME - CBOTTreasury BondZBInterest Rate
CME - CBOTCornZCAgriculture
CME - CBOT5-Year NoteZFInterest Rate
CME - CBOTSoybean OilZLAgriculture
CME - CBOTSoybean MealZMAgriculture
CME - CBOT10-Year NoteZNInterest Rate
CME - CBOT30 Day Fed FundsZQInterest Rate
CME - CBOTSoybeansZSAgriculture
CME - CBOT2-Year NoteZTInterest Rate
CME - CBOTChicago SRW WheatZWAgriculture
CME - COMEXSilverSIMetals
CME - COMEXGoldGCMetals
CME - COMEXCopper HGMetals
MGEXMinneapolis HRS WheatMWEAgriculture
ICE EU CommoditiesBrent Crude OilBRNEnergy
ICE EU CommoditiesEUAECFEnergy
ICE EU CommoditiesLow Sulphur GasoilGEnergy
ICE EU CommoditiesUK Feed WheatTAgriculture
ICE EU CommoditiesHeating OilUHOEnergy
ICE EU CommoditiesICE New York Harbor (RBOB) GasolineUHUEnergy
ICE EU CommoditiesWTI Crude OilWBSEnergy
ICE Futures USCocoaCCSofts
ICE Futures USCotton No.2CTSofts
ICE Futures USCoffeeKCSofts
ICE Futures USSugar No.11SBSofts
ICE Futures USFCOJ-AOJSofts
ICE Futures USMSCI EAFEMFSEquity Index
ICE Futures USMSCI Emerging MarketsMMEEquity Index
ICE Futures USUS Dollar IndexDXFX
ICE EU FinancialsEuriborIInterest Rate
ICE EU FinancialsShort SterlingLInterest Rate
ICE EU FinancialsLong GiltRInterest Rate
ICE EU FinancialsEuro Swiss FrancSInterest Rate
ICE EU FinancialsFTSE 100ZEquity Index
ICE CanadaCanolaRSAgriculture
EuronextMilling WheatEBMAgriculture
EuronextCornEMAAgriculture
EuronextRapeseedECOAgriculture
CFEVIXVXVolatility

WHY RCM-X?

BUILT BY TRADERS

RCM's algorithms are built by data scientists with extensive trading experience.

SCIENTIFIC AND QUANTITATIVE APPROACH

A scientific approach to measuring, defining, and reducing your execution costs.

MARKET MICROSTRUCTURE AND CO-LOCATION

Built utilizing a proprietary high performance C++ technology stack and advanced orderbook logic.

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    DISCLAIMERS

    Trading futures, options on futures, retail off-exchange foreign currency transactions (“Forex”), investing in managed futures and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. You should not rely on any of the information herein as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments. Any mention of ‘funds’ within this site encompasses both privately offered fund and separately managed account investments.
    Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.  Use the following links to view the full terms of use and risk disclaimer and our privacy policy.

    RCM Alternatives is a registered ‘dba’ of Reliance Capital Markets II, LLC. Copyright © 2021