AMBER / EXECUTION ANALYTICS / SESSION 2024-Q4
SLIDE 04

Latency Kills Alpha

Order fill rate drops 76% when execution exceeds 25ms

ORDER FILL RATE BY EXECUTION LATENCY BUCKET — 847M ORDERS AGGREGATED
FILL RATE % 100 75 50 25 0 94.2% 87.6% 71.3% 52.8% 34.1% 18.7% <1MS 1-2MS 2-5MS 5-10MS 10-25MS >25MS
SOURCE: AMBER TERMINAL AGGREGATE DATA — 847M ORDERS — Q4 2024 AMBER ♦ 04
This is the Bloomberg Terminal (Amber CRT) design system, applied by Curio Design — a design-style library for AI agents. Full Bloomberg Terminal (Amber CRT) guide → designbycurio.com/learn/bloomberg-terminal-amber