Who has the highest quant algo high frequency traders or program algo traders according to WSJ (Wall Street Journal)?
Here they are as according to the WALL Street Journal (WSJ)?
NEW YORK—Program trading in the week ended Aug. 27 amounted to 29.9% of New York Stock Exchange average daily volume of 2.20 billion shares, or 657.0 million program shares traded per day.
Program trading encompasses a range of portfolio-trading strategies involving the purchase or sale of a basket of at least 15 stocks.
NYSE PROGRAM TRADING
Volume in millions of shares for the week ending
Aug. 27, 2010
| INDEX | OTHER | ||
| TOP 20 FIRMS | ARBITRAGE | STRATEGIES | TOTAL* |
| Goldman Sachs | ….. | 442.5 | 519.4 |
| Morgan Stanley | 2.6 | 360.7 | 440.3 |
| SG Americas | 38.0 | 225.5 | 263.5 |
| Wedbush Securities | ….. | 243.9 | 243.9 |
| Barclays Capital | ….. | 205.3 | 299.6 |
| Deutsche Bank | 1.2 | 199.6 | 200.8 |
| Credit Suisse | 2.2 | 186.4 | 316.8 |
| Merrill Lynch | ….. | 177.5 | 187.6 |
| RBC Capital | 11.6 | 112.3 | 123.9 |
| J.P. Morgan | ….. | 109.1 | 109.1 |
| Schon-EX | ….. | 86.1 | 86.1 |
| UBS Securities | ….. | 69.3 | 69.3 |
| ABN Amro | ….. | 59.9 | 59.9 |
| BNP Paribas | ….. | 41.8 | 41.8 |
| Millenco | 0.2 | 36.1 | 36.3 |
| Citigroup Global | ….. | 35.2 | 42.1 |
| Penson Financial | ….. | 33.7 | 33.7 |
| Interactive Brokers | 0.2 | 23.8 | 24.0 |
| RBS Securities | ….. | 22.1 | 22.1 |
| Goldman Sachs Exec. | ….. | 19.4 | 19.4 |
| OVERALL TOTAL | 79.8 | 2,812.4 | 3,284.9 |
| *Total includes crossing session 2 | |||
| Source: New York Stock Exchange | |||
