The Role of Visual Analysis in the Regulation of Electronic Order Book Markets

Mark Paddrik (), Richard Haynes (), Andrew E. Todd (), Peter A. Beling () and William T. Scherer ()
Additional contact information
Richard Haynes: U.S. Department of the Treasury
Andrew E. Todd: University of Virginia
Peter A. Beling: University of Virginia
William T. Scherer: University of Virginia

No 14-02, Staff Discussion Papers from Office of Financial Research, US Department of the Treasury

Abstract: Electronic markets and automated trading have resulted in a drastic increase in the quantity and complexity of regulatory data. Reconstructing the limit order book and analyzing order flow is an emerging challenge for financial regulators. New order types, intra-market behavior and other exchange functionality further complicate the task of understanding market behavior at multiple levels. Data visualizations have proven to be a fundamental tool for building intuition and enabling exploratory data analysis in many fields. In this paper, we propose the incorporation of visualizations in the workflow of multiple financial regulatory roles, including market surveillance, enforcement, and supporting academic research.

Keywords: Visualization; Visual Databases; Financial Markets; Law Enforcement (search for similar items in EconPapers)
Pages: 15 pages
Date: 2014-08-27
New Economics Papers: this item is included in nep-mst
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.financialresearch.gov/staff-discussion ... OrderBookMarkets.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ofr:discus:14-02

Access Statistics for this paper

More papers in Staff Discussion Papers from Office of Financial Research, US Department of the Treasury Contact information at EDIRC.
Bibliographic data for series maintained by Corey Garriott ().