Morgan Stanley

Morgan Stanley Releases Global Portfolio-Level Trading Algorithm

Mar 11, 2010

New York —

Morgan Stanley (NYSE: MS) today announced the launch of MS PORT, a trading algorithm that enables the implementation of multiple portfolio level instructions such as risk neutralization and cash balancing.  Using over 70 different risk metrics, MS PORT optimizes execution at the portfolio level by taking into account correlations between assets, as well as volatility and projected market impact.  The result is better overall execution and risk management.  MS PORT also offers traders improved performance by reducing the variance of execution costs.  With this launch, buy-side traders can directly access the new portfolio-trading algorithm used by Morgan Stanley's Portfolio Trading desk. 

"The addition of MS PORT to our constantly evolving suite of algorithms underscores our commitment to providing our clients with a complete set of trading tools and solutions to manage their global execution needs," said Andrew Silverman, Global Co-Head of Morgan Stanley Electronic Trading.

MS PORT supports equities, futures, and exchange-traded funds, and accesses venues in all major markets in line with Morgan Stanley's liquidity philosophy.  In addition, MS PORT offers clients the ability to analyze each step in the lifecycle of the trade by seamlessly integrating with MS Analytics, Morgan Stanley's industry-leading, multi-asset analytics platform.

Clients can access MS PORT through Morgan Stanley Passport or through a vendor partner and can execute trades themselves or with the support of the Firm's experienced Electronic or Portfolio Trading teams.  MS PORT is currently available in the Americas and in Europe and will be available in Asia by the third quarter of this year.

Morgan Stanley Electronic Trading (MSET) provides a complete spectrum of services, from pre-trade analytics and execution to post-trade execution performance analysis and commission management.  MSET offers a comprehensive algorithmic trading suite and various direct market access (DMA) strategies, including our smart order routing technology and our dark pool aggregator. 

Morgan Stanley is a leading global financial services firm, providing a wide range of investment banking, securities, investment management and wealth management services.  The Firm's employees serve clients worldwide, including corporations, governments, institutions, and individuals, from more than 1,200 offices in 37 countries.  For further information about Morgan Stanley, please visit

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Sebastian Howell, +44.20.7425.5324