The Buy-Side Perspective of Algorithmic Trading, 2020: Amid the Chaos
The toolbox of available e-trading choices continues to evolve and bring a greater sophistication of offerings in 2020. Providers of algorithmic trading strategies are developing a bevy of new algos in addition to those that have become standard offerings in the marketplace for many years now. Market structure and asset class development are underpinning greater potential for algo adoption across asset classes beyond equities. Fixed income, derivatives, and foreign exchange markets are seeing greater adoption rates and innovation.
This report provides insights into algorithmic trading, including the key market trends, algo provider selection criteria, and overall customer satisfaction for algo-related services. It highlights requirements going forward and how the algorithmic e-trading business is changing based on a comparison of previous years’ survey results to 2020 results.
This 34-page Impact Report contains 24 figures and four tables.
This report mentions Bank of America, Barclays, Bernstein, BNP Paribas, Citi, Credit Suisse, Goldman Sachs, Instinet, J.P. Morgan, Jefferies, Kepler Cheuvreux, Liquidnet, Morgan Stanley, RBC Capital Markets, Redburn, Societe Generale, UBS and Virtu/ITG.