Participation Rate Strategies

Today, we’re excited to release our participation rate target strategies. Participation rate is a key factor driving market impact, so we leveraged our in-house execution engine and models to deliver a new family of strategies that allow for direct control of participation rate.

Participation rate targeting uses real-time market data and Tread Labs’ prediction models to dynamically place orders and achieve a desired participation rate. While targeting a participation rate, the algo places orders in response to market conditions, while prioritizing passive maker fills. Additionally, with our pre-trade predictions, traders can plan for the perfect execution strategy with estimates on order duration, predicted volume and duration volatility.

For participation rate strategies, users can monitor orders in real-time using our new in-flight participation analytics, featuring a dashboard of target and realized participation rate in overall market context.

Contact us at ops@tread.fi for a demo!