Wedbush Futures algorithms are built by traders and designed for speed, providing low latency capabilities to futures market impact-sensitive traders.

Our custom algos are designed, back tested, and deployed via our proprietary Strategy Studio, a high-performance C++ trading platform used by sophisticated low latency trading firms. These futures algos can be used as part of a multi-strategy automated trading system in conjunction with other strategies, or as a base to customize to your vision.

High Performance Algo Features:

Low Latency

Low latency feed handling & colocation improve order priority and fill rates, avoiding losing ground on pricing accuracy to high frequency traders

Volume Forecasts

Advanced, contract specific volume forecasts to account for liquidity differences across the futures curve

Custom Code

The ability to custom code client specific algorithms across a wide variety of parameters

Experienced Team

A full suite of algorithms built by a team with broad experience in quantitative asset management, trading technology, and implementing low latency strategies


Production orders continuously mirrored to a tick-by-tick simulation environment, to monitor alignment of research and development with real life fill quality

Add the alpha element into your trading strategy.

Customized algorithms can be deployed through our featured trading platforms:


CME Direct

Bloomberg EMSX


Wedbush Futures Algo Options:

Need a fully customized algo solution? Let’s talk.

Contact Us To Get Set Up With Algorithmic Execution Capabilities.