Algorithmic Trading Archive

June 14, 2013

HFT impacts minimal, report finds

High-frequency trading (HFT) makes up just a small percentage of the market, despite a common perception that is has become widespread, according to research by brokerage Abel/Noser. read more>

June 11, 2013

Report reveals lack of sell-side algo knowledge

Execution consultants need to get a better handle on how their algorithms work in order to secure business, according to buy-sider participants. read more>

May 31, 2013

Citi expands algo and SOR features

Citi has added a number of new features to its algorithmic and smart order routing (SOR) platform following collaboration with buy-side traders. read more>

May 29, 2013

Algo developments to drive low-touch service levels - TABB

Developments in algorithmic trading will eventually lead to a high-touch level of service within a low-touch environment, according to report from TABB Group. read more>

February 27, 2013

New ConvergEx algo targets US pre-market flow

Technology provider ConvergEx has released an algo designed for pre-market trading on US venues, a new strategy that it says will help buy-side traders execute large-sized trades before markets open. read more>

January 15, 2013

SEC rejects Nasdaq's US algo plans

SEC rejects Nasdaq's US algo plans

The Securities and Exchange Commission has prevented Nasdaq OMX from offering benchmark algorithmic strategies, citing competition concerns and the potential for market risk. read more>

January 09, 2013

Instinet improves execution with common algo measures

Buy-side traders can for the first time use and monitor disparate broker algo strategies using normalised parameters after an upgrade of agency broker Instinet's execution management system. read more>

January 07, 2013

ConvergEx retunes algos to target Asia dark pools

Trading technology firm ConvergEx has recalibrated its dark algo suite for Asia-Pacific to help the buy-side better access alternative trading systems and dark liquidity. read more>

December 19, 2012

Buy-side’s FX algo use evolves

Institutional investors are becoming more sophisticated in their use of electronic trading tools for FX, with almost half opting to use algorithms to execute trades in the asset class, new research has indicated read more>

November 29, 2012

New ITG algo offers adaptable approach

New ITG algo offers adaptable approach

Agency broker ITG has released a new algorithm allowing traders to automatically switch between strategies for a single trade according to pre-set parameters. read more>