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.
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