[Resource Topic] 2021/1549: Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets

Welcome to the resource topic for 2021/1549

Title:
Kicking-the-Bucket: Fast Privacy-Preserving Trading Using Buckets

Authors: Mariana Botelho da Gama, John Cartlidge, Antigoni Polychroniadou, Nigel P. Smart, Younes Talibi Alaoui

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.

ePrint: https://eprint.iacr.org/2021/1549

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