International Association for Cryptologic Research

International Association
for Cryptologic Research

CryptoDB

What Does Privacy Mean for Stock Trading?

Authors:
Arthur Américo
Allison Bishop
Paul Cesaretti
Garrison Grogan
Adam McKoy
Robert Moss
Lisa Oakley
Marcel Ribeiro
Mohammad Shokri
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Presentation: Slides
Abstract: The world of U.S. equities trading is highly competitive, involves many participants, and has significant global impact. Traders in this arena are responsible for overseeing the movement of billions of dollars, often on behalf of others, and thereby have a responsibility to develop reliable and well-performing trading strategies. “Controlling information leakage” is widely considered fundamental to high-quality, competitive trading strategies. In other words, good trading strategies maintain a level of privacy from an outside market observer. However important and highly valued this information leakage control property may seem, to our knowledge there exists no formal definition for this property in the context of equities trading strategies. Our work addresses this and creates a strong foundation for theoretical and practical work in this domain.
Video: https://www.youtube.com/watch?v=U-aedkEgh4g
BibTeX
@misc{rwc-2024-35341,
  title={What Does Privacy Mean for Stock Trading?},
  note={Video at \url{https://www.youtube.com/watch?v=U-aedkEgh4g}},
  howpublished={Talk given at RWC 2024},
  author={Arthur Américo and Allison Bishop and Paul Cesaretti and Garrison Grogan and Adam McKoy and Robert Moss and Lisa Oakley and Marcel Ribeiro and Mohammad Shokri},
  year=2024
}