In November 2010 the Department for Business, Innovation and Skills launched a project to consider the future of computer trading in financial markets: see here. As part of this project a working paper has recently been published titled 'Economic impact assessments on MiFID II policy measures related to computer trading in
financial markets': see here (pdf). The paper considers evidence evaluating the likely effectiveness and benefit of various policy proposals including notification of algorithms, circuit breakers, minimum
tick size requirements, market maker obligations, minimum resting times and
minimum order-to-execution ratios.
Monday, 3 September 2012
UK: computer trading in financial markets - policy proposal evaluation
In November 2010 the Department for Business, Innovation and Skills launched a project to consider the future of computer trading in financial markets: see here. As part of this project a working paper has recently been published titled 'Economic impact assessments on MiFID II policy measures related to computer trading in
financial markets': see here (pdf). The paper considers evidence evaluating the likely effectiveness and benefit of various policy proposals including notification of algorithms, circuit breakers, minimum
tick size requirements, market maker obligations, minimum resting times and
minimum order-to-execution ratios.
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