FMSB Spotlight Review ‘Emerging themes and challenges in algorithmic trading and machine learning’

View the document

The FMSB Spotlight Review ‘Emerging themes and challenges in algorithmic trading and machine learning’ published on 23 April 2020, highlights important emerging issues in this area to assist market participants in considering how to address challenges that may arise.

This Spotlight Review considers:
• managing model risk in algorithmic trading;
• challenges for algorithmic market making in less liquid instruments;
• adoption of machine learning in algorithmic market making;
• increased use of execution algorithms; and
• best practice, and the role for practitioner-led solutions.

FMSB believes this Spotlight Review will be of interest to a wide audience of participants in global wholesale FICC markets and hopes it will generate further discussion on these important topics and their relevance to future standards work by FMSB.

The accompanying press release is available at fmsb.com/fmsb-publishes-spotlight-review-on-algorithmic-trading-and-machine-learning.

Last updated 5 May 2020