Dutch regulator in new push on algo manipulation
AFM teams up with Oxford Uni academics to develop data models that will identify “harmful” collusion in automated trading
The Dutch financial regulator is working with academics at Oxford University to develop new data-driven models that will root out market abuse committed by automated trading algorithms.
Laura van Geest, chair of the Authority for the Financial Markets, said the agency aims to identify instances of collusion by market-makers whose algos are programmed to profit at the expense of other types of market participant. The work is happening in tandem with the UK Financial Conduct Authority, van Geest
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