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Ingenuity's TWAP algorithm distributes order quantity evenly across a defined time window using randomized sub-round lot sizing and timing -

making execution patterns harder to detect and front-run. Each slice is routed through Ingenuity's integrated SOR to capture best available prices across venues, turning a simple schedule into a consistently high-quality execution.

Key Parameters

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    Start / End Time

    Execution window

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    Slice Interval

    Base interval between child orders

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    Times

    Pre Open, Regular Hours and Post Close

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    Venue Scope

    Lit, dark, or combined

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    Limit Price

    Optional hard price cap per slice

Execution Schedule vs. Actual Fills

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