Futures trading algos ripe for disruptive new entrants

Algorithm development specialist BestEx Research is making a play to address inefficiencies in futures trading algorithms.

Automated trading algorithms are commonly used and well understood in equities markets, but their application in other asset classes, such as futures, has sometimes proved problematic. Though the use of trading algorithms in futures markets has grown over the past decade, those algorithms have not always properly addressed futures’ market microstructure, and with firms now looking for more precise execution and analysis capabilities, a new breed of futures-specific algorithms is emerging.

Addit

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@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com 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 Waterstechnology? View our subscription options

Nasdaq reshuffles tech divisions post-Adenza

Adenza is now fully integrated into the exchange operator’s ecosystem, bringing opportunities for new business and a fresh perspective on how fintech fits into its strategy.

You need to sign in to use this feature. If you don’t have a WatersTechnology 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