Continuous combinatorial order processing In financial markets

金融市场中的连续组合订单处理

• 批准号: LP180100424
• 负责人: Prof Peter Bossaerts
• 金额: $ 14.6万
• 依托单位: The University of Melbourne
• 依托单位国家: 澳大利亚
• 项目类别: Linkage Projects
• 财政年份: 2019
• 资助国家: 澳大利亚
• 起止时间: 2019-12-24 至 2022-12-23
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LP180100424
• 关键词: Continuous; combinatorial; order; processing; financial

This project aims to develop an order processing capability that eliminates execution risk underlying portfolio rebalancing in financial markets. The proposed market design is expected to lower transaction costs for investors, lower funding costs for firms and governments and enhance liquidity in markets that are naturally thin. The market design is expected to have a significant impact on an economy like Australia’s, which through its superannuation savings system depends on well-operating financial markets for savings and investments. The project is expected to result in lower costs of funding for firms and government, benefitting employment and the enhancement of Australia’s expertise in fintech and its capacity to export cutting-edge financial information technology.

该项目旨在开发一种订单处理能力，消除金融市场投资组合再平衡背后的执行风险。拟议中的市场设计预计将降低投资者的交易成本，降低企业和政府的融资成本，并增强本来就薄弱的市场的流动性。这种市场设计预计将对澳大利亚这样的经济体产生重大影响，澳大利亚的养老金储蓄体系依赖于运行良好的金融市场进行储蓄和投资。该项目预计将降低企业和政府的融资成本，有利于就业，提高澳大利亚在金融科技方面的专业知识及其出口尖端金融信息技术的能力。