Research and analysis

Computer trading: evolution of algorithmic classes

Report exploring the evolution of algorithmic classes.

Document

The evolution of algorithmic classes (DR17)

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Details

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.

Published 16 November 2011