Paper 2021/1549
Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets
Mariana Botelho da Gama, John Cartlidge, Antigoni Polychroniadou, Nigel P. Smart, and Younes Talibi Alaoui
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.
Note: Fixed some missing bibliographic entries
Metadata
- Available format(s)
-
PDF
- Category
- Applications
- Publication info
- Published elsewhere. Major revision. Financial Cryptography 2022
- Contact author(s)
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mariana botelhodagama @ kuleuven be
john cartlidge @ bristol ac uk
antigoni polychroniadou @ jpmorgan com
nigel smart @ kuleuven be
younes talibialaoui @ kuleuven be - History
- 2021-12-06: revised
- 2021-11-29: received
- See all versions
- Short URL
- https://ia.cr/2021/1549
- License
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CC BY
BibTeX
@misc{cryptoeprint:2021/1549,
author = {Mariana Botelho da Gama and John Cartlidge and Antigoni Polychroniadou and Nigel P. Smart and Younes Talibi Alaoui},
title = {Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets},
howpublished = {Cryptology {ePrint} Archive, Paper 2021/1549},
year = {2021},
url = {https://eprint.iacr.org/2021/1549}
}