Algorithmic Trading
& Smart Execution
TWAP and VWAP execution for large order sizes. Intelligent algorithmic strategies that slice and execute orders across time and volume — minimising market impact and achieving optimal fills across NSE and BSE.
TWAP
Time-Weighted Execution
VWAP
Volume-Weighted Execution
Smart
Order Routing
Minimal
Market Impact
Capabilities
Execute Large Orders.
Leave No Footprint.
Every tool needed to move size in Indian markets without moving the market — built for institutions, prop desks, and fund managers executing at scale.
TWAP Execution
Time-Weighted Average Price execution slices large orders evenly across a defined time window — ensuring consistent participation without distorting the market with a single large order.
VWAP Execution
Volume-Weighted Average Price execution distributes orders in proportion to historical and live traded volume — so your fills track the market's natural rhythm and avoid adverse price movements.
Large Order Slicing
Orders too large to place at once are automatically broken into child orders based on your algorithm's parameters — time windows, volume caps, and price bands — reducing information leakage and slippage.
Smart Order Routing
Intelligent routing logic finds the best available liquidity across venues, order types, and timing — ensuring each child order achieves the most favourable fill within the constraints you set.
Minimal Market Impact
By distributing order flow intelligently over time and volume, algorithmic execution avoids telegraphing large positions to the market — protecting your execution price from front-running and adverse momentum.
Automated Strategies
Beyond TWAP and VWAP, support for custom execution strategies — participation rate algorithms, implementation shortfall, and scheduled execution with configurable trigger conditions and kill switches.
How It Works
From Order to Optimal Fill
in Three Steps
01
Choose your algorithm
Select from TWAP, VWAP, or custom execution strategies based on your order size, instrument, and current market conditions.
02
Configure parameters
Set time windows, volume limits, price bands, and participation rates. The algorithm adapts to your exact constraints — not the other way around.
03
Execute with minimal impact
The algorithm slices and distributes your order intelligently across time and volume, achieving the best possible fills with minimum market footprint.
Deep Dive
What the Platform Gives You
Execute large orders without moving the market
TWAP & VWAP — Institutional Execution for Every Desk
TWAP and VWAP are the two most widely used institutional execution algorithms for a reason — they systematically reduce the market impact of large orders by distributing them intelligently. Ours are built for Indian markets, calibrated to exchange microstructure and liquidity patterns across NSE and BSE.
No single order should reveal your full hand
Large Order Slicing & Smart Routing
Placing a large order all at once telegraphs your position to the market and invites adverse price movement. Our slicing engine breaks every large order into optimally-sized child orders, routing each one at the right time to the right venue — with zero manual intervention required.
Set your rules — the algorithm does the rest
Configurable Parameters & Execution Control
Every execution parameter is in your hands. Set the time window, volume limits, price bands, participation rate, and trigger conditions before the algorithm runs. Once live, monitor progress in real-time and adjust or cancel at any point — with full kill switch capability.
Testimonials
Trusted by Desks That
Trade at Scale
“We were manually splitting large index option orders across sessions — taking hours and leaving money on the table every time. TWAP execution automated the entire process and measurably improved our average fill prices within the first week.”
Institutional Trading Desk
Enterprise Client
FAQs
Frequently Asked Questions
Enterprise Sales
Move Size.
Without Moving the Market.
- TWAP and VWAP execution for large order sizes
- Intelligent order slicing — minimal information leakage
- Configurable participation rates and price bands
- Kill switch and real-time execution monitoring
- Post-execution analytics with VWAP benchmark comparison
NSE and BSE supported — colo and non-colo environments
TWAP
Time-weighted execution
VWAP
Volume-weighted execution
Slicing
Large order management
Smart Routing
Best available fill
Kill Switch
Full execution control
Analytics
Post-execution reports