BestEx Research launches AMS One, enabling banks and brokers to build algorithmic execution businesses across global equities and futures markets in a single, end-to-end platform. June 11, 2026 STAMFORD, Conn., June 11, 2026 /PRNewswire/ - BestEx Research Group LLC, an independent provider of high-performance algorithmic execution and trading analytics, today announced the launch of AMS One, an end-to-end algorithmic trading platform that allows banks and brokers to build and run their own execution business across global equities and futures markets. AMS One provides a plug-and-play trading infrastructure that enables banks and brokers to compete with tier-one institutions, bringing together the four components necessary to run a competitive algorithmic execution enterprise. The platform includes high-performance execution algorithms, the tools required to build branded algorithms and tailor them to each client's objectives, a fully integrated transaction cost analytics module that supports execution consulting, and a consistent experience across global markets and all asset classes traded. AMS One spans equities in the US, Canada, Europe (15 markets), and APAC (4 markets), plus futures contracts across 21 global exchanges, so platform users can launch and grow their business from day one. "Our clients aren't looking to buy software. They're trying to build a business that wins and attracts more order flow," said Hitesh Mittal, Founder and CEO of BestEx Research. "Most vendors in this space are software companies that focus only on the technology side of electronic trading and leave market structure and product design unattended. The result is execution that doesn't match what a tier-one institution would deliver, and clients are left to maintain the infrastructure themselves. We built AMS One so banks and brokers get everything they need in one fully managed platform, without the eight-figure build." AMS One pairs global reach with depth in every module. Strategy Studio, a no-code customization tool, provides over 150 configurable parameters that govern every decision an algorithm makes, controlling how it schedules and places an order, manages urgency, adapts when ahead or behind schedule, and handles volume constraints and order completion. That gives desks granular control at every level of execution. The platform also delivers the industry's first fully flexible smart order routing infrastructure, with control over venue selection and prioritization, order types, pegging logic, resting duration, and refresh behavior, whether an order is passive, hidden, dark, or conditional. Strategies can be tailored to individual clients and assigned in a few clicks, or built from scratch with differentiated intellectual property and rolled out as custom, branded algorithms. "Our clients will be judged by the fills they provide, not the platform behind them, so we built AMS One to be the platform our sell-side clients would aspire to build themselves," said Nigam Saraiya, Chief Product Officer of BestEx Research. "It is grounded in algorithmic trading expertise, with market structure at its core, and supported by robust technology written in C++ and co-located globally, so our clients don't have to compromise on performance." The platform is built to support a large buy-side client base, with component modules that allow banks and brokers to exceed client expectations with the level of service they provide. Real-time monitoring tracks thousands of live orders at once, with configurable alerts and notifications, and lets a trader work alongside the algorithm to provide a high-touch experience to their clients. Built-in A/B testing supports comparison across strategies, and Meta Strategies automate algorithm assignment based on order characteristics as orders arrive, so each client's orders are handled according to their specific needs. Every order rolls into the platform's TCA module, designed by the same team that builds the algorithms, where execution quality is measured at the parent-order and fill levels and used to refine strategy. About BestEx Research BestEx Research Group LLC provides independent, research-driven execution algorithms, trading technology, and trade analytics for equities and futures that aim to reduce trading costs for institutional investors. For more information on BestEx Research's mission and products or request a demo, visit www.bestexresearch.com. Connect with BestEx Research on LinkedIn.

BestEx Research has launched TASClose, an execution algorithm designed to help institutional futures traders achieve settlement prices by optimising execution across TAS (Trading at Settlement) and underlying futures liquidity. The algorithm addresses a common challenge for commodity-focused hedge funds, asset managers and index funds that benchmark to daily futures settlement prices. Settlement prices are calculated as a VWAP over the final one to two minutes of trading, making clean execution difficult without market impact. TASClose coordinates TAS orders with underlying futures orders, automatically optimising the mix to minimise deviation from settlement whilst reducing market impact. The algorithm is available across 29 TAS-eligible markets, including crude oil, natural gas, copper and corn, with support for both outrights and calendar spreads.

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