The Lab

Expand all   Collapse all

Versions Compared

Old Version 6

changes.mady.by.user Matthew Whitaker

Saved on

compared with

New Version 7

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.4.19

...

Liquidity ProviderSuspend/Release
TargetStrategies		FillNowNotes
BankOfAmericaTWAP, ImplementationShortfall (formerly Decipher), WhisperY


Warning
titleBAML Error

The BAML Whisper algo does not handle Suspend/Release correctly - a client-initiated Release will not result in the necessary ExecutionReport (Replaced),

FSS expect a fix sometime in November 2023.


Barclays--Supported by LP, but for Algos not yet certified by MarketFactory.
CitiVWAP, TWAP, Peg, VolumeTrackerN-
GoldmanSachs-NNot supported by LP
JPMorganChaseVWAP, TWAP, Adaptive, FloatY-
MorganStanley-NNot supported by LP
UBS-NNot supported by LP

...