[ A L G O R I T H M I C
Figure 1: Rating of algorithm performance
T R A D I N G
S U R V E Y ]
Long-only 2019
Long-only 2018
Long-only 2017
Improve trade productivity
5.59
5.88
5.85
5.80
5.62
5.81
Reduce market impact
5.75
5.66
5.87
Execution consistency
Cost 5.71
5.48
5.66
Speed 5.56
5.87
5.83
5.85
5.75
5.92
Anonymity
5.59
5.38
5.50
Price improvement
5.50
5.32
5.48
Customisation
Ease of use 5.89
5.75
5.90
Customer support 5.95
5.76
5.95
5.57
5.57
5.42
Execution consulting
Dark pool access 5.74
5.67
5.63
Flexibiltiy and sophistication of smart
order routing 5.70
5.67
5.65
Data on venue/order routing logic or
analysis 5.68
Algo monitoring capabilities
5.58
0.00
1.0 0
2.00
3.00
4.0 0
5.00
6.00
7.00
Issue 59 // TheTradeNews.com // 73