We’re driven by our commitments to our clients. As innovators in technology, we understand being leaders in algorithmic execution across multiple asset classes means taking into consideration the unique nuances of each of our markets traded and the flexibility required by our clients.

Our Futures algorithmic strategies are engineered with the goal of enhancing execution performance with access to over 30 markets globally available across a number of connectivity options.

Our Futures algorithmic strategies seek to improve our client’s execution performance, while our global team of electronic sales traders provide you with valuable insights 24/6.

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Direct Market Access (DMA)

A global execution footprint with direct market connectivity to over 30 Futures exchanges across the globe. 

UBS offers an open flexible connectivity path for clients.  Access to the markets are provided via:

  • FIX API
  • Our proprietary SwisKey execution platform 
  • More than twelve third party EMS / OMS providers

Comprehensive sales and support coverage:

  • Dedicated team of global electronic sales traders providing 24/6 active trade monitoring and support
  • A global electronic sales and relationship management team with deep detailed understanding of DMA and algorithmic execution

Futures Algos

Core Futures Algo Offering

Utilize one of our algorithmic execution strategies to improve execution performance, reduce market impact and access liquidity.

  • UBS Tap
     Tap attempts to strategically attract passive fills while participating with volume
  • UBS TapNow
     TapNow urgently takes liquidity. Prioritizes order completion over minimizing market impact
  • UBS LimitTick
     LimitTick optimizes capture of passive liquidity
  • UBS Work & Strike
     Work & Strike passively works an order when the market is moving in the order’s favor but will transition and take liquidity once the market starts to move away
  • UBS TWAP
     TWAP utilizes a linear based schedule between a start and end time
  • UBS VWAP
     VWAP utilizes a volume based schedule while attempting to capture spread and minimize impact
  • UBS Volume In Line
     Trade in line with the market
  • UBS Float
     The Float algo passively places your order in the market while minimizing your market impact
  • UBS Hidden
     Holds order off exchange until desired price is available.  If a display size (North America, EMEA) is added, it will post that size at limit
  • UBS Target Strike
     Attempts to complete oversized orders with minimized impact into the close of the market
    Our algo strategies were engineered by our Futures dedicated quant development teams. Our algos were designed to address the subtle nuance of each product traded
  • Custom Algo Design
     Our Quant On Demand platform enables us to build and deploy customized algorithms for customers (subject to internal approvals)

Algo availability may vary by jurisdiction

Comprehensive sales and support coverage:

  • Dedicated team of global electronic sales traders providing 24/6 active trade monitoring and support
  • A global electronic sales and relationship management team with deep detailed understanding of DMA and algorithmic execution

Transaction Cost Analysis (TCA)

Measure Your Total Cost of Execution

To improve execution performance, a client must first understand their current performance. Our TCA provides you with complete trade transparency. We help you measure your total cost of execution by identifying your execution slippage.

Daily TCA Execution Performance:

  • On a daily basis TCA performance measurements are calculated against industry standard benchmarks:
    • Volume Weighted Average Price (VWAP)
    • Time Weighted Average Price (TWAP) 
    • Arrival Price (AP)
    • Sweep to Fill (STF)
    • Settlement Price
  • Performance stats are available on-demand, end of day, weekly or can be customized to a clients specific time frame

TCA Deep Dives:

  • Our quants and sales traders have the ability to conduct TCA deep dives
  • Detailed analysis of a clients overall execution flow broken down by algo and product is conducted
  • Aside from providing performance metrics during the execution, we also provide additional details on the markets behavior before execution commenced and post execution
  • Analysis may help to identity potential market impact and alternative optimal strategies which can be deployed

Quant Insights & Algo Innovation

Introducing UBS Workflow Compass for North American markets

Electronic Execution - Futures

Fast-moving and idiosyncratic Futures markets can be challenging, leaving you with many questions. Our data-driven algorithm strategies aim to address these challenges and navigate an ever-changing liquidity landscape.

 Futures Work-&-Strike Algorithm

Algorithmic execution is changing for both the sell side and buy side. This guide explores the evolving landscape and addresses important drivers of this change.

Futures Algos Reference Guide

This guide outlines our algorithmic execution strategies to improve execution performance, reduce market impact and achieve cost savings.
 

UBS Hide & Seek Futures Algo

Dive inside our whitepaper to gain a deeper understanding of what the Hide & Seek algo does, why it’s differentiated, and where it can be useful.