Paper 2021/1549 Original: eprint.iacr.org/2021/1549 ↗
Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets
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.
Metadata
- Available format(s)
PDF- Category
- Applications
- Publication info
- Preprint.
- History
- 2021-12-06: last updated
- 2021-11-29: published
- Short URL
- https://ia.cr/2021/1549
- License
- https://creativecommons.org/licenses/by/4.0/
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}
}