The half-speed method: optimising algo timing on an execution desk

Do you trade fast or slow? XTX Markets' Matt Clarke evaluates the optimal speed for execution

Half-speed-method

There is no single answer to the question: “How long does it take to trade 100 million?” As we demonstrated in a recent article, the time taken varies according to:

The currency pair (for example, euro/US dollar trades at least 10x more daily volume than euro/Swedish krona). The time of day (US dollar/Mexican peso trades at least 10x more in peak New York hours than out-of-hours). The day itself (volumes on a busy day might be 3x higher than on a bank holiday).

Execution algorithms are

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