Research and analysis
Computer trading: evolution of algorithmic classes
Report exploring the evolution of algorithmic classes.
Ref: BIS/11/1235 PDF, 311KB, 22 pages
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Algorithmic classes are sets of systematic trading strategies with similar objectives. This report explores the factors that drive the evolution of algorithmic classes. It analyses the:
- impact of changes in regulation
- development of new trading venues
- technological innovations
- economic environment
- changes in market micro-structure
- availability and quality of data
- progress in academic research
This review was commissioned as part of the Foresight project on the future of computer trading.