The use of Artificial Intelligence (AI) in financial markets requires a balanced and proactive approach. The distinction between weak and strong AI systems highlights the need to adapt the sector legislation with respect to the sudden growth of the autonomy of the algorithms. The challenge is to balance natural technological development with market security. The balancing of human responsibility with the socialization of damages and with daring innovative solutions, such as the recognition of the legal personality of advanced AI systems or “smart law” hypotheses, would help jurists to manage, with less uncertainty, the new dynamics of financial markets.