Introducing our adaptive Market-Making algorithm
While the VI4 strategies were primarily conceived as “benchmark-beating” tactical agents, the “TREMMORS™” algo was designed to inject liquidity while capturing alpha within a broader electronic market-making setup.
Like the VI4 algos, the underlying logic here is primarily driven by price, volatility and directional-biases. On the other hand this algo attempts to lock-in short-term profits while flattening the inventory position into the close.
As with our core strategies, “TREMMORS™” is an exclusive solution with an extremely limited distribution plan. It is very well suited for dealers that have proactive capital or principal commitment mandates. Providing the ability to effectively replicate an automated market-making model across an unlimited list of tradeable names.