Tethys Comment: The Advantages of Tethys Algorithmic Suite
Backed by 20 years of micro-structure research and combines robust econometric methods with bounded machine-learning techniques, Tethys routinely customizes the suite behavior to meet clients’ objectives that span maximization of alpha capture, reduction in benchmark tracking variance and bespoke trading and workflow behavior.
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Tethys Comment: Efficient VWAP Benchmark Trading of Small and Mid-cap Equity Securities
VWAP is a popular benchmark for institutional trade execution. See how Tethys’ VWAP/PWP algorithms focus simultaneously to deliver improved benchmark performance, while reducing total cost. Click here for the full report.
Tethys Comment: U.S. Equity Tick Pilot
On May 6, 2016, the SEC approved a two-year pilot program to widen the price quote tick size and certain other trading rules for a group of small-cap U.S. listed equities. Learn more about how the rules affect trading. Click here for the full report.