Portfolio Trading

Flexible strategies and automated electronic execution

The Portfolio Trading Group assists institutional investors with portfolio transactions, offering highly flexible strategies and automated electronic trading. Our sophisticated analytics and quantitative system – C-Strat – coupled with our extensive liquidity network provides clients with a superior level of service.

Algorithmic Electronic Trading – C-Strat Strategies:

• U-Do:  (User Defined Order) – Dynamic, multi-factor strategy that offers many different customizable parameters
  
  
• VWAP:  (Volume Weighted Average Price) – Strategy that allows for trading versus the VWAP during a specified time period
  
  
• TWAP:  (Time Weighted Average Price or Flat Curve) – Strategy that allows for trading versus the TWAP during a specified time period
  
  
• BPV: (Be Percentage of Volume) – Strategy that provides order execution as a percentage of defined volume
  
  
• Ramp:  Strategy that offers the opportunity to work stock into the close or attempt to beat the close, increasing order size and participation rates as time elapses
  
  

Online Analytical and Portfolio Tools:

• Pre-Trade: Includes impact forecasting, in-depth risk measurement and stock specific analysis
  
  
• During the Trade:  Online, trade-by-trade execution details, summary statistics and graphs of transactions executed throughout the trading day
  
  
• Post-Trade:  Portfolio execution comparison against a wide variety of benchmarks and highly customizable report generation

For more information on Portfolio Trading, please contact cantorPT@cantor.com or call 888 298-5131.