Results from The TRADE’s 2021 Algorithmic Trading Survey revealed that hedge funds are relying more on algorithms to trade the majority of their portfolios, with dark liquidity seeking strategies the most popular.
As the percentage of funds trading via algos continued to rise, the long-only results of The TRADE’s Algorithmic Trading Survey 2021 reveal that traders relied on tried and tested VWAP and TWAP strategies during the market uncertainty.
Buy-side respondents have until 26 February to rate algo providers, with high performers due to be recognised as part of Leaders in Trading in late 2021.
A new report produced in partnership with Aite Group analysed historic data, spanning over the past decade from The TRADE’s Algorithmic Trading Surveys.
Results from The TRADE’s 2020 Algorithmic Trading Survey reveal that hedge funds are increasingly using algos to reduce market impact, as the buy-side continues to focus on trade performance and price efficiency.
The long-only results of The TRADE’s 2020 Algorithmic Trading Survey show that dark pool access remains a key focus for asset managers, as providers see largest jump in score in connecting the buy-side to dark liquidity.
Buy-side respondents have until the 28 February to rate algo providers, with high performers due to be recognised at this year’s Leaders in Trading ceremony in November.