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Combatting market abuse within algorithmic trading in the financial and physical markets

Author

Listed:
  • De Leeuw, Jerry

    (CEO, Entrima, The Netherlands)

Abstract

The objective of this paper is to provide an overview of the challenges regarding algorithmic trading for traders, trading venues and regulators. The complexity of algorithmic trading is set out, as well as the implications for markets. The paper gives insight into the uncertainty arising from this complexity, and sets out what compliance measures are useful and what a governance framework should look like when considering algorithmic trading. It also provides details of the types of market manipulation that relate to algorithmic trading, what can be done against it and to what extent these measures and controls work.

Suggested Citation

  • De Leeuw, Jerry, 2023. "Combatting market abuse within algorithmic trading in the financial and physical markets," Journal of Financial Compliance, Henry Stewart Publications, vol. 6(2), pages 113-122, January.
    • Handle: RePEc:aza:jfc000:y:2023:v:6:i:2:p:113-122
    as

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    More about this item

    Keywords

    algorithmic trading; market manipulation; pre-trade and post-trade controls; kill switch; order-to-trade ratio; direct electronic access; governance framework;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • K2 - Law and Economics - - Regulation and Business Law

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