Mariner Backtesting - order algorithms on/with Goldman Sachs

GUIDs for Goldman Sachs orders

Below are order algorithms for Goldman Sachs

gr8py name CloudQuant short name GUID Notes
Buy Limit GS SOR at Script Price   8b976c72-20cd-49db-9121-db2e5ace3385 Elite default limit logic

 

Lite default limit logic

 

Buy Market GS SOR   9e6b50d6-dee3-4314-a43b-49e9ae8088b6 Elite default market logic

 

Lite default market logic

 

Buy Market GS TWAP   2c9876ed-d869-4713-aa84-33202fa9cd03 Elite default market logic

 

Lite default market logic

 

Buy Market GS VWAP   b4b979ae-370e-42a6-bf54-7b6a54a1bd4f Elite default market logic

 

Lite default market logic

 

Sell Market GS SOR   8fa5330d-b32d-4083-86eb-d9a61a637b8b Elite default market logic

 

Lite default market logic

 

Sell Market GS TWAP   d16b19a4-d319-46bb-9bb3-d9cc518e43d9 Elite default market logic

 

Lite default market logic

 

Sell Market GS VWAP   8c46b896-cef4-4b46-b02f-425f454a594e Elite default market logic

 

Lite default market logic