Research and analysis

Computer trading: evolution of algorithmic classes

Report exploring the evolution of algorithmic classes.



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.