[ A L G O R I T H M I C
Figure 1: Rating of algorithm performance
T R A D I N G
S U R V E Y ]
Long only 2018
Long only 2017
Long only 2016
5.59
Improve trade productivity
5.55
5.85
5.62
5.81
5.6
Reduce market impact
5.66
Execution consistency
5.57
5.87
5.48
5.66
Cost
5.4
5.56
Speed
5.55
5.83
5.75
5.92
Anonymity
5.65
Price improvement 5.38
5.5
5.37
Customisation 5.32
5.48
5.35
5.75
5.9
5.82
Ease of use
5.18
5.37
5.35
Crossing
5.76
5.95
5.82
Customer support
5.57
5.42
5.35
Execution consulting
Dark pool access
5.25
5.67
5.63
5.67
5.65
5.46
Smart order
routing capabilities
0
1
2
3
4
5
6
7
Issue 55 // TheTradeNews.com // 75