Hedge Fund Survey, 2021: Algorithmic Trading

Report Summary

Hedge Fund Survey, 2021: Algorithmic Trading

Algorithmic trading strategies continue to play a significant role in the hedge fund industry.

Boston, October 27, 2021 – Institutional investors have been actively engaging in the market, and rising trading flow from retail investors has also had a notable impact. Given the current macro-economic environment, a higher adoption rate of algorithmic trading to help traders achieve best execution and optimal liquidity options in the equity market is to be expected. In fact, the volatile market conditions, high trading volume, and drive for rapid digital transformation to cope with remote working environments have contributed to an uptick in algorithmic trading.

This Impact Report provides an extensive overview of the current algorithmic trading landscape in the hedge fund industry, revealing that the industry has made positive steps toward refocusing on execution quality and achieving better outcomes for the end investor, though room for improvement remains. It is based on data collected as part of The TRADE’s annual Hedge Fund Algorithmic Trading Survey, consisting of 458 individual respondents across 30 algo providers and 28 countries.

This 20-page Impact Report contains seven figures and one table. Clients of Aite-Novarica Group’s Capital Markets service can download this report and the corresponding charts.

Download table of contents

This report mentions Bank of America, Goldman Sachs, J.P. Morgan, Morgan Stanley, and UBS.

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