Research and analysis

Computer trading: evolution of algorithmic classes

Report exploring the evolution of algorithmic classes.

• From: Government Office for Science
• Published: 16 November 2011

Documents

The evolution of algorithmic classes (DR17)

Ref: BIS/11/1235

PDF, 311 KB, 22 pages

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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