Hedge funds can now use BestEx algos at four new global futures exchanges
BestEx Research Group, a provider of high-performance algorithmic execution and measurement solutions for equities, futures, and FX trading, has expanded its futures offering to include access to four additional exchanges in Europe and APAC – Eurex and Euronext, as well as the Singapore Exchange (SGX) and Australian Securities Exchange (ASX).
In addition, it has added access to crypto futures products traded on CME. The firm also plans to deliver access to additional markets later this year to meet growing client demand.
BestEx Research’s futures execution algorithms, introduced in early 2021, lower transaction costs through a proprietary limit order placement model that optimises for highly varied volatility, volume, spread and depth-of-book profiles across futures outright and spread contracts, time of day, and order matching rules on various exchanges.