Gamma

Global Markets

Gamma

Re-think the way you manage your gamma profile by using our automated delta hedging algo, maximises spread capture by placing directly in the market and optimises your execution in real-time with intelligent features such as Momentum Protection and Smart Mode logic.

Global Markets 04 October 2022

Explore the benefits of Gamma

Reduce delta slippage in G10, EM and NDFs

One of the core goals of the Gamma algo is to avoid paying spread on executions, especially when long gamma. As a leading bank for FX algos, we have the expertise and technology to automate order placement of your delta ladder.

Momentum protection – optimising your execution

Momentum protection offers dynamic hedging around market events or trending markets, optimising execution by targeting more opportunistic levels once it detects reversion.

Quick order entry

Use Smart Mode for quick order entry – enter just your Gamma amount, and the algo will derive a Pip Interval for you based on historical vs. implied vols.

Alternatively use our simple import function to upload your Gamma, Delta or Order ladder.

We also support mixed and dynamic delta ladders including non-linear and varying delta sizes.

Intelligent order placement logic

We intelligently optimise your gamma ladder to improve your fill ratio or avoid triggering stop loss orders by taking into account technical levels.

Real Time Analytics

Insight Live, our Real Time Analytics suite will provide real-time data about your trade and market liquidity to help you understand the current trading landscape.

Compatible with ALiX

Introduce yourself to your digital trading assistant, ALiX, who will save you both screen space and time. Just type your request into ALiX and watch your tile be produced in seconds. ALiX understands all FX products from Swaps to Complex Options and Algos. When using the desktop App, pop ALiX out straight on to your desktop to optimise your screen space.

Available in Cortex FX

Cortex FX is our advanced multi-product FX trading platform. Whether you want to develop innovative trading strategies, execute trades or monitor and evaluate your trading activity, Cortex FX offers a fully-integrated trading environment that is simple to use, giving you the freedom to concentrate on taking advantage of every trading opportunity.

Meet the rest of the algo family