High frequency trading
Our clients include systematic traders, financial institutions, professional traders, hedge funds and quantitative trading firms whose systems rely on LEHMAN’s powerful trading infrastructure to handle their order flow.
HomeHigh Frequency Trading
Execution solutions
Algorithms
Algorithms
Our comprehensive global suite features single-stock, portfolio and pairs strategies designed for low latency and maximum flexibility.

Regardless of how or what you want to trade, our liquidity experts will provide you transparency and greater control to implement new or existing strategies more efficiently, while capturing market opportunities cost effectively.
Smart Order Router (SOR)
Smart Order Router (SOR)
Our event-driven routing model employs intelligent routing and posting logic to target multiple light and dark destinations at the best available price.
Best Market Server (BMS)
Best Market Server (BMS)
BMS routers evaluate inter-listed security orders against both the US and Canadian markets based on the current FX rate and seek out the best price and quality liquidity for the order.
Dark
Dark
Our dark pool aggregation gives you unbiased access to expansive dark liquidity via non-displayed destinations such as POSIT liquidity, other ATSs/MTFs and some exchange dark order types. Dark helps you optimally allocate orders, find quality fills and minimize information leakage.
High-touch, Electronic and Portfolio Trading
High-touch, Electronic and Portfolio Trading
Experienced high-touch, electronic and portfolio trading teams add value at every stage of the investment process. We use integrated liquidity, workflow, execution and analytics solutions to determine optimal order routing and share insights that help you make informed execution decisions. We provide independent, agency execution services in more than 60 markets globally.
Service category
  • Systematic Traders
    Systematic Traders
    Systemic traders seeking to define trade goals, risk protocols, and employ a partial or full automated trading method benefit from our low latency solutions.
  • Financial Institutions
    Financial Institutions
    LEHMAN offers a multitude of market access services to the financial trading community.
  • Quantitative Traders
    Quantitative Traders
    Quantitative traders benefit from LEHMAN’s low-latency environment and trading infrastructure to analyze, develop, and trade complex strategies with ease.
  • Hedge Fund Traders
    Hedge Fund Traders
    Hedge fund traders who need specialized advanced market views and access to trade on the Global markets rely on the speed and accuracy that Lime Execution provides.
LEHMAN Capital
LEHMAN Capital brings together world-leading data solutions to power the most ambitious companies and professionals.
Need help? Contact us
+61 (0) 383 766 284
Level 13,2 Elizabeth St,Melbourne,
Victoria 3000, Australia
Copyright © 2021 LEHMAN Capital | All Rights Reserved |Powered by LEHMAN Capital   | Privacy Statement  |Disclaimer Statement   | Cookie Policy
Cookie
We use cookies to personalize content and ads and to analyze our traffic. Please click here for our Cookie Policy and for more information on what kinds of cookies we use. We also share information about your use of our site with our advertising and analytics partners. Click here for our Privacy Policy.
If you decline to the use of cookies, your information will not be tracked when you visit this website. Only a single cookie will be used in your browser to remember your preference not to be tracked.