Libraries

Custom libraries for serious traders.

Algorithmica custom libraries are used by leading buy-side and sell-side firms to deploy custom algorithms. Plug into our dynamic algo solutions from our libraries — execution and enhancement libraries, from benchmark execution and time contingency to a series of multi-asset arbitrage, hedging exposure, and bracket orders.

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Catalogue

The full algorithm library.

Browse the catalogue by strategy type, asset class, and trading style. Each strategy is fully customisable, white-labelled, and integrated into your EMS / OMS via FIX or our API.

Strategy type

Asset class

Trading style

0 strategies shown

Benchmark

VWAP

Volume-Weighted Average Price execution against a custom volume curve.

  • Equities
  • ETFs
  • Futures
Passive
Benchmark

TWAP

Time-sliced execution with randomisation to avoid gaming logic and detection.

  • Equities
  • Futures
  • FX
Passive
Benchmark

POV

Participates at a configurable percentage of market volume.

  • Equities
  • ETFs
Neutral
Benchmark

Implementation Shortfall

Urgency-driven execution that minimises market impact and drift from the "i-would" price.

  • Equities
  • Futures
  • Options
Aggressive
Benchmark

Close

Targets the closing auction price with a configurable participation profile.

  • Equities
  • ETFs
Aggressive
Benchmark

Arrival Price

Front-loads execution to capture arrival-price alpha within a defined risk budget.

  • Equities
Aggressive
Routing

Liquidity Seek

Sweeps multiple venues for available liquidity with latency-aware routing.

  • Equities
  • Futures
  • Options
  • FX
Opportunistic
Routing

Dark Aggregator

Routes to dark pools before lit venues to minimise information leakage.

  • Equities
  • ETFs
Passive
Routing

Smart Order Router

Venue scoring with a fee / rebate model, fill probability, and latency optimisation.

  • Equities
  • ETFs
  • Options
  • Futures
  • FX
Opportunistic
Routing

Block Hunter

Detects and accesses block liquidity opportunities across venues and crossing networks.

  • Equities
  • ETFs
  • Options
Opportunistic
Execution

Iceberg

Displays only a fraction of the full order size to reduce information leakage.

  • Equities
  • ETFs
  • Futures
Passive
Execution

TWAP Randomised

TWAP with randomised slice sizes and timing to defeat pattern detection.

  • Equities
  • Futures
  • FX
Passive
Execution

POV Adaptive

Dynamically adjusts participation to real-time market conditions and volume.

  • Equities
  • ETFs
  • Futures
Neutral
Execution

Sniper

Captures fleeting liquidity at favourable prices with millisecond-level reaction.

  • Equities
  • ETFs
  • Futures
  • Options
Opportunistic
Liquidity

Market Maker

Two-sided automated quoting with inventory control and skew management.

  • Equities
  • Options
  • Futures
  • FX
Neutral
Liquidity

Quoter

Continuous quoting with configurable size, spread, and skew parameters.

  • Equities
  • Futures
  • FX
  • Crypto
Neutral
Liquidity

Peg-to-Mid

Posts passive orders pegged to the midpoint of the inside market.

  • Equities
  • ETFs
  • Options
Passive
Liquidity

Inventory Hedger

Auto-hedges exposure built up by quoting activity with delta / vega awareness.

  • Equities
  • Futures
  • Options
Neutral
Arbitrage

Pairs Trading

Trades correlated pairs on divergence signals with configurable entry / exit thresholds.

  • Equities
  • ETFs
  • Futures
Neutral
Arbitrage

Statistical Arbitrage

Model-driven mean-reversion across a basket of correlated instruments.

  • Equities
  • ETFs
Neutral
Arbitrage

Cross-Asset Spread

Captures mispricings across asset classes with a custom spread model.

  • Futures
  • Options
  • FX
  • Fixed income
Opportunistic
Arbitrage

Index Arbitrage

Exploits index vs futures-basket mispricings with low-latency execution.

  • Equities
  • ETFs
  • Futures
Aggressive
Arbitrage

Volatility Arbitrage

Realised vs implied volatility spread trades with term-structure awareness.

  • Options
  • Equities
Opportunistic
Hedging

Delta Hedger

Continuously hedges delta exposure with configurable rebalance thresholds.

  • Equities
  • Options
  • Futures
Neutral
Hedging

Gamma Scalper

Scalps gamma exposure from market moves with dynamic delta rebalancing.

  • Options
  • Equities
Opportunistic
Hedging

Vega Hedger

Manages vega exposure across option books with term-structure sensitivity.

  • Options
Neutral
Hedging

Dispersion Trader

Trades index vol vs single-name component vol with a correlation model.

  • Equities
  • Options
Opportunistic
Risk

Bracket Manager

Auto-managed stop / limit / take-profit brackets around parent orders.

  • Equities
  • ETFs
  • Futures
  • Options
  • FX
Neutral
Risk

Risk Overlay

Custom risk constraints and exposure limits enforced across all strategies.

  • Equities
  • ETFs
  • Futures
  • Options
  • FX
  • Crypto
  • Fixed income
Neutral

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