The TRADE 77 - Q3 2023 | Page 77

[ S U R V E Y | E X E C U T I O N M A N A G E M E N T S Y S T E M S ]

Charles River , A State Street Company

Charles River Trader is a multi-asset order and execution management system ( OEMS ) and an integrated component of Charles River IMS , the firm ’ s cloud-based investment management solution . The OEMS provides a single user interface and blotter to help traders work more productively and offers co-mingling of execution and order data capabilities , automated order routing , pre-trade liquidity analysis and TCA data . Clients are able to manage investments and trading for all asset classes , including bespoke asset class workflows and direct access between buy-side clients and sell-side brokers via the Charles River Network . Charles River counts 300 buy-side clients globally using its OEMS , of which 18 provided feedback in this year ’ s survey ( down from 22 in 2022 ).

Charles River ’ s overall score this year increased 36 basis points , up to 5.01 , placing the vendor back in the Good range ( 5.00-5.99 ). The company ’ s highest score of 5.80 was recorded in breadth of asset class coverage , which outperformed the category
average by eight basis points . This was followed by FIX capabilities ( 5.75 ), reliability and availability ( 5.60 ) and ease-of-use ( 5.39 ), which fell short of the benchmarks by 0.45 , 0.78 and 0.56 respectively . Year-over-year performance was very positive , as Charles River recorded improvements across all bar two of the functional service areas measured in this year ’ s survey . The most notable rating increases were seen in breadth of asset class coverage (+ 0.76 ), ease-of-use (+ 0.70 ), FIX capabilities (+ 0.63 ), reliability and availability (+ 0.59 ) and product development (+ 0.52 ), which all recorded a significant increase in score .
Over 66 % of clients responding to Charles River were from large firms , managing more than $ 50 billion in assets . When asked which additional capabilities the buy-side would like to see from their EMS vendors , clients responding to Charles River noted more sophisticated automated routing and listening logic , better in trade visualisation , total return swap derivatives and algo wheel capabilities .
CHARLES RIVER , A STATE STREET COMPANY RATINGS FOR EMS PERFORMANCE
Reliability and availability
Latency
Client service personnel
Ease-ofuse
Handling of new versions / releases
Breadth of broker algorithms
Timeliness of updates for broker changes
FIX capabilities
5.60 5.21 4.40 5.39 4.52 5.05 4.25 5.75
Breadth of asset class coverage
Breadth of direct connections to venues
Product development
Ease of integration to internal systems
Overall cost of operation
Average score
5.80 5.29 4.61 4.72 4.49 5.01
KEY STATS Category Outperformer : X1

5.80

Highest score ( breadth of asset class coverage )

4.25

Lowest score ( timeliness of updates to broker changes )

+ 0.76

Most improved ( breadth of asset class coverage )

-0.39

Least improved ( ease of integration to internal systems )
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