[ A L G O R I T H M I C
T R A D I N G
S U R V E Y ]
Fig 5: Proportion of trades executed with algos by value (% of responses)
13.29
2015
2016
2017
3.92
0-5%
9.36
8.86
6.62
5-10%
7.75
12.02
10-20%
22.29
12.30
17.08
20-30%
21.99
16.31
24.68
9.03
30-40%
4.81
24.06
40% and over
34.34
43.32
0.12
1.81
Not Answered
6.15
0 5 10 15 20 25 30 35 40 45
74
TheTrade
Spring 2017