You are here: Algos > Jefferies Algos > Portfolio

Jefferies Portfolio

Execute a group of stock orders according to user-defined input plus trading style.

 

Number Description
1

Choose the algo.

2

(optional) Set a start time.

3

(optional) Set an end time.

4

Volume Limit - (optional) Max rate of volume.

5 Portfolio ID (optional) - Set a user ID.
6 Portfolio Limit (optional) – Positive or negative value indicating the number of basis points from the arrival price. Values from -10,000 to 10,000.
7 Auction Participation - (optional)
  • Exclude Both
  • Include Open
  • Include Close
  • Include Both
8 Urgency (optional) Passive, Active or Aggressive.
9

Blocks Only (optional) –

  • Cash Balance
  • Beta Neutral
  • IS
  • Dark Only
  • Exec Balance
10 Complete by EOD (optional) – Define urgency to complete by the end of the trading day.
11 Price Limit Type (optional) – Fixed or Floating
12

Benchmark - (optional)

  • Inside NBBO Price
  • Arrival Price
  • PNC
  • Open

 

13 Benchmark Offset(optional) – Positive or negative value in basis points.
14 Tracking Index (optional) – User-specified text
15 Max Outperform (optional) - Positive or negative value in basis points.
16 Min Outperform (optional) - Positive or negative value in basis points.

To use Jefferies algos, select JEFFALGO as the routing destination.

Important Disclosures