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

Jerry De Leeuw
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Jerry De Leeuw: CEO, Entrima, The Netherlands

Journal of Financial Compliance, 2023, vol. 6, issue 2, 113-122

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.

Keywords: algorithmic trading; market manipulation; pre-trade and post-trade controls; kill switch; order-to-trade ratio; direct electronic access; governance framework (search for similar items in EconPapers)
JEL-codes: E5 G2 K2 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:aza:jfc000:y:2023:v:6:i:2:p:113-122

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