Deep Value develops research-driven trading algorithms based solely on best execution


Continuous Improvement

Deep Value’s best execution performance is no accident. Most of the expressed automated trading behaviors are “principled” and not merely encoding of guesswork or general trader instincts — we are able to empirically or theoretically justify why we (our algorithms) do what we do. There is ongoing research that seeks to improve performance. Our team in Chicago, New York and Chennai is one of the largest in the world dedicated solely to research and development of sell-side cash equities algorithms. This means we can provide you with solutions to problems or innovations faster.


At its highs, Deep Value has averaged 11% of the overall market in the top 250 NYSE-listed stocks towards the end of each trading day – a critical time for algo trading.  Our systems have routinely managed more than 30,000 orders concurrently, making us trusted guardians of customers’ order flow – no matter how large.  Since 2010, Deep Value has traded over 59B shares and over two trillion dollars in the aggregate in US cash equities.