Algorithmic trading, DMA, autonomous market-making and HFT are here to stay

The Market in Numbers

  • US Equities volumes: 5 and 10 billion shares per day
  • 1.2 – 2.5 Trillion shares per year
  • Annual volume: USD 30 – 70 trillion
  • At least 30% of the volume is algorithmic: 360 a 750 billion shares/year
  • Typical large “sell side’’ broker trades between 1 and 5 USD Tri per year using algos
  • Each day, between 15,000 and 3,000 orders are processed
  • An algorithmic execution strategy can be divided into 500 – 1,000 small daughter orders

(source accessed 14.07.2014)