摩根士丹利已推出过柜台（OTC）算法交易产品，摩根士丹利修复。The new product, which provides institutional clients with flow-weighted average pricing (F-WAP) in currencies, has been devised by Morgan Stanley’s Quantitative Solutions and Innovations (QSI) Group, a unit on the FX sales and trading desk in the fixed income trading division.
该产品利用专有的流动性分析框架估算FX卷，该框架考虑了日期流动性周期。该公司将发布日期流动性循环，该循环被用作摩根士丹利修复中使用的流量加权平均定价的基础。
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