Automated Counterparty Classifier - Using Classifier in Liquidity Distribution

We can use the classifier in liquidity reduction to tie execution quality with behaviours identified via automated classification.

It can be used using Dynamic Counterparty Criteria - to tie features like last look, price tolerances etc against various classifications

It can also be used using Classifier Managed - Liquidity Reduction. Where classifier has noticed that a particular counterparty is systematically abusing liquidity. They can be moved to an acute liquidity reduction list.

It can be used in conjunction with side channels to internalise flow at what would be a STP/ECN pool level rate (internalisation but at the slipped/marked up rate they would get if they had to be brokered).