Hedge Fund Survey, 2020: Algorithmic Trading

Algorithmic trading strategies are becoming increasingly part and parcel of the hedge fund industry.

London, 24 November 2020 –The top reason given in this year’s survey for using algorithms is to reduce market impact. The fallout from the COVID-19 pandemic led to the fastest descent into bear market territory on record for American markets, before massive stimulus packages were able to pave for the way for a rebound. It is likely that the significant market volatility of the past six months will lead to a greater realization of algorithmic trading for the hedge fund industry in the future as an opportunity to manage risk and optimize performance.

This report provides an extensive overview of the current landscape of algorithmic trading in the hedge fund industry and gives wider context to this year’s survey results. This Impact Report is based on data collected as part of The TRADE’s annual Hedge Fund Algorithmic Trading Survey, which has remained a staple of the capital markets industry for more than 10 years. For this year’s survey, 677 responses were received from 192 individual respondents across 32 algo providers and 28 countries.

This 20-page Impact Report contains nine figures and one table. Clients of Aite Group’s Institutional Securities & Investments service can download this report, the corresponding charts, and the Executive Impact Deck.

This report mentions Alternative Investment Management Association, Aurum Fund Management, CEM Benchmarking, Hedge Fund Research, J.P. Morgan, MSCI, and The TRADE.

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