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This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets' intraday dynamics, by evaluating the interaction between multiple trading strategies within a computer laboratory, i.e. an artificial stock market. Initially, a realistic...
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Financial Instruments Directive II (MiFID II), which will become binding on the financial sector in the EU/EER as per 3 january … trading are not alone in being subjected to a supervision regime in MiFID II. What is now the fairly common practice of … trading and other forms of algorithmic trading and DEA are not subjected to specific rules of supervision in MiFID I …
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definitions. Subsequently, the authors discuss the MiFID II scope in relation to RMs, alternative trading venues, and SIs … (paragraph IV). Then, the MiFID II pre- and post-trade transparency rules are discussed, both for equity (paragraph V) and …
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