The TRADE 68 - Q2 2021 | Page 65

ALGO 2021 ALGO 2020 Figure 1 : Rating of algo performance Ease of use Customer support Dark pool access Increase trader productivity Speed Anonymity Cost Flexibility and sophistication of SOR Reduce market impact Execution consistency Data on venue / order routing logic or analysis Algo monitoring capabilities Customisation Execution consulting Price improvement 5.20 5.30 5.40 5.50 5.60 5.70 5.80 5.90 6.00 6.10 Aspect of service Weighted average score 6.06 6.02 6.02 5.91 5.98 5.73 5.93 5.84 5.85 5.86 5.79 5.73 5.78 5.72 5.76 5.83 5.86 5.75 5.70 5.70 5.50 5.67 5.71 5.60 5.50 5.55 5.65 5.76 6.04 6.01 Issue 68 // thetradenews . com // 65 [ A L G O R I T H M I C T R A D I N G S U R V E Y ]