[ S U R V E Y | A L G O R I T H M I C T R A D I N G ]
Figure 1 : Rating of algo performance
Aspect of service Weighted average score
Increase trader productivity
ALGO 2022 ALGO 2023 ALGO 2024
5.95 5.94
6.06
Reduced market impact 5.81
5.89 5.86
Execution consistency
5.89 5.89
5.95
Speed 5.92
5.86
5.98
Anonymity 5.85
5.91 5.93
Price improvement
Customisation features
5.61 5.61
5.73
5.68 5.71
5.70
Ease of use |
5.90 |
5.97 |
6.06 |
Routing logic analysis
5.66 5.66
5.63
Customer support
6.04
5.98 6.03
Execution consulting 5.62
5.68 5.70
Breadth dark pools
5.93 5.89
6.06
SOR flex and soph
Algo monitoring
5.68 5.69 5.70
5.75 5.75
5.84
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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