Research and analysis

Computer trading: evolution of algorithmic classes

Report exploring the evolution of algorithmic classes.

Documents

The evolution of algorithmic classes (DR17)

Request an accessible format.
If you use assistive technology (such as a screen reader) and need a version of this document in a more accessible format, please email contact@go-science.gov.uk. Please tell us what format you need. It will help us if you say what assistive technology you use.

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.

Updates to this page

Published 16 November 2011

Sign up for emails or print this page