High-Performance Algorithms
TWAP, VWAP, Implementation Shortfall, and adaptive strategies that minimize slippage across fragmented liquidity.
Rather than a standalone product, algorithms power QUARTIX MARKETS® from the inside — each module carries its own engines, connected through the low-latency mbus. Curve construction in Nexus, order routing in Plexus, hedge execution in FX AutoHedge, automated pricing in AutoQuote: every component is equipped with specific algorithmic capabilities.
Emerging-Market Calibration
Algorithms built for how emerging markets actually trade, where lower liquidity and local conventions trip up tools designed for developed markets.
Real-Time Monitoring
Live visibility into routing decisions, fill rates, slippage, and exposure as each order executes.
Analytics
Transaction cost analysis on every order, with benchmark comparisons and routing-performance reports.
Configurable Rule Engines
Trigger execution and hedging on spread, exposure, or price conditions, without sacrificing oversight.
Managed Infrastructure
Cloud-native, with dedicated environments per client and a quant team to collaborate with. No in-house tech required.
Full Data Ownership
You own your trading data, complete execution records, routing details, and benchmarks for best-execution evidence.
Conflict-Free Infrastructure
No dealer, no proprietary book, no ECN. Pure execution infrastructure that never competes with your flow.
Algorithm engines across every product category.
Pricing & Data
Optimal path construction across rate, forward and volatility surfaces, with manual override for your own market view.
Execution & Distribution
Smart order routing and auto-quoting, limit pricing, start/stop times, and client controls to amend, pause, resume or cancel orders mid-execution.
Risk Management
Automatic hedge triggers on exposure thresholds, per RFQ or aggregate net position, plus stress tests and Monte Carlo simulation across your book.
Analytics
Conversion patterns, spread efficiency and execution-quality signals, surfaced from raw desk flow.
Built for both sides of the market.
Automate your quoting operation
Run configurable auto-quoting rules that dynamically adjust spreads by client tier, instrument and tenor across FX, fixed income and commodities. The rule engine keeps your quotes competitive and risk-controlled without manual intervention.
Hedge on exposure, not on instinct
Define exposure thresholds and let the engine hedge automatically, per RFQ or on aggregate net position. Eliminate manual steps, reduce operational risk, and maintain a full audit trail.
Execute with data, not just discretion
Route parent orders through intelligent algorithms that split them into optimal child orders, competing liquidity providers for every fill. Every trade includes full TCA and performance attribution.
$1
Tn+
In financial volume since 2017
1.4
Bn+
Real-time quotes distributed
500
K
OTC market orders executed
47
Bn+
Events ingested into data platform
Request a Demo or Talk to our Team
Tell us what you're interested in and we'll connect you with our team.