Algo users seek apples-to-apples info

BIS study raised concerns; standards now a work in progress at GFXC

Apples to apples

Faced with a lack of standard information in the market for execution algorithms, some users are taking matters into their own hands.

According to Ralf Donner, head of fixed income execution solutions at Goldman Sachs, the emerging trend sees clients collecting information from algo providers via questionnaires, then aggregating the responses so they can conduct their own apples-to-apples comparisons.

“I think that’s been the buy side’s reaction to try and get standardisation. The question

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here