The 2010 Algorithmic Trading Automation dealer was the most sought-after event; it had a number of significant impacts. The 2010 survey also drew the attention of a number of industry experts, market commentators, central banks, regulators and sponsored government working groups in addition to providing valuable information and the opportunity for readers to reference trader automated its business. The Dutch regulator AFM investigation featured a couple of times in this report on the high frequency trading.
Similarly, the Bank of England's Director for Financial Stability, made reference to some data from the survey in his Race to Zero speech. Among the ideas and trends unveiled last year, over 80% of those surveyed had expected high frequency for commercial operations growth over the next twelve months, with almost half expectation of a growth of over 25%. Just under half said that the actions were carried out against their open positions, with factoring only about 30% of the executable commands in the time entry in real time to their risk calculations. When asked to specify where the authorities could usefully intervene in the market, a majority were actually calling for minimum levels of risk management for the trading members and clearing of scholarships and other platforms for electronic trading and as the minimum capital requirement for exposures under various stress scenarios intraday. Flash-orders needed regulatory intervention by 40%. Naked sponsored access has also been considered as potentially in need of intervention, while 28% believe the co-location and the rights of equal access to high speed traders could be useful. Nearly 63% of participants were found to have cross asserted data in their high frequency Algorithms with 43% using (32%) technical, news flows (21%) or the measure of liquidity (12%) data streams. When asked what people are negotiating, we learned that trade with non-equity instruments were expected to rise sharply, with more asset classes to obtain shares in certain regions. Although fixed income was speculated to lag slightly behind the growth, the strongest growth was expected in the trading of instruments and FX buy-side products in Asia and the Pacific and North America. Also noted was that that equity derivatives would also be facing action in most jurisdictions within two years. It will be interesting to see how some of these trends evolve, and in the spirit, given the interest in 2010-survey by legislators an d politicians, research has been broadened this year; it is tackling some of the questions of regulation and market structure. Traders are also provided the opportunity to anonymously and collectively, have your say, and, possibly, influence future policy.
There are questionnaires to be filled that will contribute to the major study to quantify the extent to which algorithmic models are used in different parts of the trade lifecycle. The feedback will provide an overview and context of the types of business models to be implemented for different purposes, and to quantify the complexity and sophistication of the models currently in use, and those in development. It will help identify how the bar has been raised from last year's survey, and most importantly, to highlight the different needs of different types of participants, which together reach an agreement. The privacy and confidentiality of their responses will be taken very seriously as this is a proper investigation. The research is very different as the main survey will be treated confidentially, your answers will be used only in the context of the main results. The future survey won't reveal or expose any member or company.
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