Liquidity-Seeking Algorithm Strategies

Advanced Options Trading Strategies used by SMF Pro Options Traders designed to keep you one step ahead of the high frequency trading robots.

StockMarketFunding.com (SMF) Electronic Trading environment is a flexible solution that gives you access to SMF's Ultra High Frequency Trading Platform and advanced options trading execution quality.

These are exclusive options trading executions that are not available to trader who use online retail brokerage accounts.

SMF has state-of-the-art trading technologies that are great at beating high frequency trading HFT robots and dark pools. We can show you how to get filled on large orders without showing your hand to the market.

Options Trading Liquidity-Seeking Algorithm Strategies

Fast Sweep

Simultaneously sweeps top of book displayed liquidity across all exchanges. Any residualwill post to one or more exchanges.

Sweep

Sweeps the market for all available liquidity at the time of order entry. Any residual willcancel back.

Clean Sweep

Submits sweeping slices to exhaust all hidden and displayed liquidity. Any residual will postto one or more exchanges.

Iceberg

Functionality that allows the Trader to designate how much of the order should be displayedwhen posting to the market (aka Synthetic Reserve Order).

Hidden Sweep

Unique logic that sweeps the market when the order is marketable, the residual will not post.

Smart

Order routing logic based on best market conditions. If the best price is tied between twoor more exchanges, the order is routed to the preferred exchange.

Spray

Divides the order quantity evenly across all exchanges. Any residual contractsare sent to the preferred exchange.

NBBO Sweep

The order is submitted as a SMART order but if the preferred exchange does not haveenough size available and the order is marketable, the order will Sweep.

More on NBBO Sweep

Other Options Liquidity-Seeking Algorithm Features

Complex Option Orders

Multi-Legged Options (+ Equity) - Spread order entry that has access to the exchange complex order books with or without equity.

Smart Spreads - Spread routing based on best market conditions of the leg markets.

Facilitated - Single or Spread Facilitation order natively handled on the option exchanges.

Adaptive ve Algos

Delta-Adjusted - Functionality which adjusts an option order’s limit price based on the underlying stock price movement and trader defined parameters. Additionally, the trader has the ability to add an equity hedge component with flexible execution parameters.

Blast Order - where the trader submits a basket of option orders within one underlying security,

which simultaneously sweeps the market.