Impact assessment

Computer trading: continuous market vs randomised stop auctions and alternative priority rules

Economic impact assessment on continuous market and randomised stop auctions.

Documents

Review of the benefits of a continuous market versus randomised stop auctions and of alternative Priority Rules (policy options 7 and 12) (EIA11)

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Details

This economic impact assessment looks at the benefits of replacing the continuous double auction market model with a frequent pro-rata sealed bid randomized auction model.

This impact assessment was commissioned as part of the Foresight project on the future of computer trading.

Updates to this page

Published 31 August 2012

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