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Tradelog data research paper

researchhub - January 16, 2018 - 0 comments

Lykke invites the research community to participate in the best research paper competition.

Settlement on the blockchain creates a transparent post-trade trail, where all transactions are logged with a unique ID (hash), global timestamp, quantities exchanged and counterparties wallets addresses. The market maker wallet transactions can be seen directly on the blockchain (web, JSON)

In addition to that Lykke Exchange publishes detailed tradelog with internal timestamps and pricing information. The tradelog data are available on Lykke website. Fields description can be found in the XLS spreadsheet attached below.

Papers should be provided in PDF format.

The best paper and 3 second best will be awarded prizes.

Selected papers will be invited to be presented on Perm Winter School.

Potential research directions include (but not limited to):

  • empirical market microstructure;
  • scaling laws;
  • market design;
  • market ecology and market participants’ behavioral studies;
  • market abuse detection;
  • settlement finality;
  • macroeconomic impact of digitizing financial assets and consequences for systemic risk.


Katya Malinova

Yulia Mizgireva

See the competition’s description and results on Lykke Streams.

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