Abstract
We examine bucket-based and volume-based algorithms for privacy-preserving asset trading in a financial dark pool. Our bucket-based algorithm places orders in quantised buckets, whereas the volume-based algorithm allows any volume size but requires more complex validation mechanisms. In all cases, we conclude that these algorithms are highly efficient and offer a practical solution to the commercial problem of preserving privacy of order information in a dark pool trading venue.
Cite
CITATION STYLE
da Gama, M. B., Cartlidge, J., Polychroniadou, A., Smart, N. P., & Alaoui, Y. T. (2022). Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 13411 LNCS, pp. 20–37). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-031-18283-9_2
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