In Asian financial markets, the algorithm is mainly used in Tokyo Stock Exchange, Hong Kong Stock Exchange and Singapore Stock Exchange. Compared with the European and American markets, the Asian market has a larger spread, poorer liquidity and more difficult trading, so the value of algorithmic trading is more prominent. In 2006, nearly110 was traded by algorithm. In the last three years, about 50% of derivatives transactions have become electronic transactions, and about 75% of them have adopted algorithmic transactions.

With the approach of stock index futures in China, institutional investors must consider how to avoid the impact cost caused by large price fluctuations when considering spot arbitrage trading, and algorithmic trading can effectively reduce the impact cost of the market. With the introduction of stock index futures, innovative trading methods including algorithmic trading will be of great use, and China Mainland will become the next most attractive market for algorithmic trading. Perhaps because of this, the 2008 annual meeting of the FIX agreement organization will also be held in Shanghai. The rise of algorithmic trading in China will also bring new opportunities and challenges to China's financial industry, including securities companies and futures companies. Whoever can take the lead in this innovative technology and business field will gain an extremely favorable competitive advantage in the financial market reshuffle brought by financial derivatives such as stock index futures.