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About Yourself
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| * Name |
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| * Email |
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| * Job Function |
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| * Country where you are based |
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About Your Organisation
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| * Name of your organisation |
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| Approximate total value of assets (billions USD) |
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| Primarily what type of firm are you? |
Hedge fund
Long-only manager
Primarily long-only manager but with some hedge fund strategies
Institutional
Retail
Other (please specify):
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| What type of clients do you have? |
High Net Worth Individuals and Wealth Managers
Institutional
Retail
Institutional and retail
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Algorithmic Trading Activity
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| 1. On average what percentage of trades by value is executed by algorithms on a daily basis? |
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| 2. On average what percentage of trades by volume is executed by algorithms on a daily basis? |
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| 3. What percentage of the following securities do you trade electronically? |
Crypto
Equities
ETFs
Fixed Income
Foreign Exchange
Listed Derivatives (Futures and options)
Other (please specify)
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4. Of the following, what are the most attractive features of algorithms from your perspective?
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| Elements Impacting Directly on the Desk |
Ease-of-use
Increased trader productivity
Lower commission rates
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| Elements Impacting Directly on Execution |
Consistency of execution performance
Higher speed, lower latency trading
Better prices (Price Improvement)
Reduced Market Impact
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| Other Features |
Greater anonymity in trading
Results consistently match pre-trade estimates
Customisation capabilities
Flexibility and sophistication of smart order routing
Algo monitoring capabilities
Data on venue/order routing logic or analysis
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| Which of the following markets do you trade electronically? |
Europe
North America
APAC
LATAM
MEA
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| * 5. Of the following providers, which do you use regularly for algorithmic trading (maximum=10)? |
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| 6. For your most-used providers, what types of algorithm do you use? |
| Market Participation or Benchmark Algorithms |
| VWAP |
| %Volume (Participation) |
| TWAP |
| Target Close/Auction Algos |
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| 7. For your most-used providers, which of the following asset classes are traded using algorithms? |
| Asset Class |
| Crypto |
| Equities |
| ETFs |
| Fixed Income |
| Foreign Exchange |
| Listed Derivatives (Futures and options) |
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8. Please rate the algorithmic trading capabilities of your most-used providers in terms of the features below.
(Each feature should be rated on the following scale: 7-Excellent; 6-Very Good; 5-Good; 4-Satisfactory; 3-Unsatisfactory; 2-Weak; 1-Very weak)
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| Scores |
| Increase trader productivity |
| Reduced market impact |
| Execution consistency |
| Cost |
| Speed |
| Anonymity |
| Price improvement |
| Customisation features |
| Ease of use |
| Data on venue/order routing logic or analysis |
| Customer support and services |
| Execution consulting and pre-trade cost estimation |
| Breadth of dark or alternative liquidity sources that are accessed |
| Flexibility and sophistication of smart order routing |
| Algo monitoring capabilities |
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| 10. How do you measure algo performance? |
Implementation Shortfall TCA
VWAP TCA
Mean reversion
Liquidity capture
Other (Please Specify)
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| 11. For your most-used providers, do you expect to make use of any additional algorithms? |
Yes If YES, which algorithms?
No |
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| 12. Do you expect to make use of additional algorithmic trading providers in the next 12 months? |
Yes If YES, which provider(s)?
No |
13. What additional product features and/or service features do you want from existing/prospective providers?
300 character maximum, incl spaces |
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| 14. Are your algorithms executed through an OMS/EMS? |
OMS If YES, which one?
EMS If YES, which one?
Neither OMS or EMS
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