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Defining and Controlling Information Leakage in US Equities Trading
June 21, 2023, 12:54 p.m. |
IACR News www.iacr.org
ePrint Report: Defining and Controlling Information Leakage in US Equities Trading
Arthur Americo, Allison Bishop, Paul Cesaretti, Garrison Grogan, Adam McKoy, Robert Moss, Lisa Oakley, Marcel Ribeiro, Mohammad Shokri
We present a new framework for defining information leakage in the setting of US equities trading, and construct methods for deriving trading schedules that stay within specified information leakage bounds. Our approach treats the stock market as an interactive protocol performed in the presence of an adversary, and draws inspiration from …
adam arthur eprint report framework information information leakage paul report robert trading
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