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CSFB Guerrilla

The GUERRILLA algo works differently depending on the Execution Style you select.

Normal and Passive modes: This tactic works orders without displaying bids or offers. When liquidity materializes, it seeks to aggressively participate in the flow. If liquidity is poor, the order may not complete.
Aggressive mode: This will hit bids/take offers in an intelligent way based on a fair price model. It minimizes market impact and never posts bids or offers.

For large sized orders, use Blockfinder to define a price/size at which you're willing to potentially move a large block while still working the algo.

Field	Description
Algo Selector	Select the CSFB algo.
Start Time	Enter a start time for the algo if desired. If no start time is set, the algo becomes active when you submit.
End Time	Enter the end time for the algo if desired. If no end time is set, the default end time is the market's close.
Execution Style	Select the degree of urgency.
Min % Participation	Define the max percent of volume if desired.
Max % Participation	Define the max percent of volume if desired.
Iceberg	Enter the display size for the order. Cannot be less than 100 shares, or greater than the order size.
Blockfinder	Check to enable Blockfinder, which submits blocks (with a 10,000 share minimum) for execution which remaining size continues to fill through the algo.
Blockprice	Only valid if Blockfinder is enabled. Define the price at which the block is eligible to execute.
Min Block Size	Only valid if Blockfinder is enabled. Define the minimum block size if desired. Must be at least 5000 and increments are in sizes of 5000. If no minimum size is defined the default size of 10,000 is used.
Max Block Size	Only valid if Blockfinder is enabled. Define the maximum size of the block if desired.
I Would Price	Set a price at which you are willing to fill the entire order.

To use CSFB algos, select CSFBALGO as the destination and then select an algo.