Arc Takes Liquidity Seeking to the Next Level
Arc Takes Liquidity Seeking to the Next Level
Cochef, Négociation électronique mondiale
Eric s’est joint à BMO en 2020 et a été responsable de la stratégie quantitative institutionnelle de négociation éle…
Eric s’est joint à BMO en 2020 et a été responsable de la stratégie quantitative institutionnelle de négociation éle…
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As the trading landscape continues to evolve, and amid increased demand for liquidity seeking strategies that have minimal impact, institutional investors need a strategy that dynamically adjusts its aggressiveness while searching for dark liquidity opportunistically. That’s often easier said than done, and it’s why BMO created a new proprietary liquidity sourcing strategy called Arc. In this report, we look at how Arc can help institutional investors get an edge by using passive and aggressive strategy tactics in response to market conditions, through differentiated matching logic, order types, venues, and much more. We also delve into the strategy’s dark bonus logic, regime price, and urgency.