Execution Platform

Execution Algorithms

Precision in Every Nanosecond

Algocor’s suite of execution algorithms is engineered to optimize trading outcomes across diverse market conditions, strategies, and trader intents. Each algorithm operates seamlessly within Algocor Pro EMS, combining real-time analytics, data-driven scheduling, and post-trade transparency through TCA integration.

Industry Challenges

Manual or volume-insensitive execution causes slippage and inefficiencies.
Limited adoption of algorithmic execution across Turkish markets.
Low visibility into actual trading costs.
Reliance on single-broker routing paths.

Solution Overview

A suite of execution algorithms designed to optimize trading outcomes across different strategies, market conditions, and trader intents, ensuring measurable precision, transparency, and adaptability.

Available Algorithms

Algorithm	Focus	Key Advantage
TWAP (Time-Weighted Average Price)	Time	Market-neutral execution. Splits orders into equal intervals to reduce impact and maintain steady rhythm.
VWAP (Volume-Weighted Average Price)	Volume	Tracks traded volume and matches average market price, ideal during high-liquidity periods.
Iceberg	Stealth Execution	Hides large order sizes by revealing slices sequentially, reduces signaling and market impact.
QMOC (Quantitative Market On Close)	Closing Liquidity	Targets execution near official close and balances execution cost and market impact.
I/S (Implementation Shortfall)	Cost Optimization	Minimizes slippage versus benchmark price. Ideal for alpha-sensitive or benchmark-aligned orders.

How It Works

Embedded directly into Algocor Pro EMS, integrating with broker routing logic.
Real-time scheduling and dynamic order slicing.
Continuous TCA feedback for post-trade validation and improvement.
Full GUI visualization for control and monitoring.