[ A L G O R I T H M I C T R A D I N G S U R V E Y ]
Figure 1 : Rating of algo performance
ALGO 2020 ALGO 2021
Aspect of service Weighted average score
Ease of use 5.92
6.01
Customer support 5.96
6.01
Increase trader productivity 5.80
5.97
Dark pool access
5.90 5.92
Execution consistency 5.81
5.90
Anonymity 5.72
5.89
Speed 5.76
5.85
Reduce market impact 5.70
5.81
Flexibiltiy / sophistication of SOR 5.72
5.77
Cost 5.73
5.76
Algo monitoring capabilities 5.55
5.72
Data on venue / order routing logic or analysis 5.62
5.70
Price improvement 5.53
5.67
Execution consulting 5.43
5.58
Customisation 5.51
5.56
5.00 5.10 5.20 5.30 5.40 5.50 5.60 5.70 5.80 5.90 6.00 6.10
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