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Trading strategies for markets: A design framework and its application

Trading strategies for markets: A design framework and its application
Trading strategies for markets: A design framework and its application
In this paper, we present a novel multi-layered framework for designing strategies for trading agents. The objective of this work is to provide a framework that will assist strategy designers with the different aspects involved in designing a strategy. At present, such strategies are typically designed in an ad-hoc and intuitive manner with little regard for discerning best practice or attaining reusability in the design process. Given this, our aim is to put such developments on a more systematic engineering footing. After we describe our framework, we then go on to illustrate how it can be used to design strategies for a particular type of market mechanism (namely the Continuous Double Auction), and how it was used to design a novel strategy for the Travel Game of the International Trading Agent Competition.
Continuous Double Auctions, Trading Strategies, Design Framework
3-540-46242-2
171-186
Springer
Vytelingum, P
74f7eaa2-69aa-4a6d-a58e-d7ea6c4d4dd6
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Sykulski, A.M.
687d5481-dc05-44c6-af21-2452c135394f
Jennings, N.R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30
La Poutre, Han
Sadeh, Norman
Janson, Sverker
Vytelingum, P
74f7eaa2-69aa-4a6d-a58e-d7ea6c4d4dd6
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Sykulski, A.M.
687d5481-dc05-44c6-af21-2452c135394f
Jennings, N.R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30
La Poutre, Han
Sadeh, Norman
Janson, Sverker

Vytelingum, P, Dash, R.K., He, M., Sykulski, A.M. and Jennings, N.R. (2006) Trading strategies for markets: A design framework and its application. In, La Poutre, Han, Sadeh, Norman and Janson, Sverker (eds.) LNAI 3937: Agent-Mediated Electronic Commerce VI, Designing Trading Agents and Mechanisms, AAMAS 2005 Workshop, AMEC 2005, Utrecht, Netherlands, July, 2005, and IJCAI 2005 Workshop, TADA 2005, Edinburgh,UK, August 2005, Revised Selected Papers. Springer, pp. 171-186.

Record type: Book Section

Abstract

In this paper, we present a novel multi-layered framework for designing strategies for trading agents. The objective of this work is to provide a framework that will assist strategy designers with the different aspects involved in designing a strategy. At present, such strategies are typically designed in an ad-hoc and intuitive manner with little regard for discerning best practice or attaining reusability in the design process. Given this, our aim is to put such developments on a more systematic engineering footing. After we describe our framework, we then go on to illustrate how it can be used to design strategies for a particular type of market mechanism (namely the Continuous Double Auction), and how it was used to design a novel strategy for the Travel Game of the International Trading Agent Competition.

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Published date: 2006
Keywords: Continuous Double Auctions, Trading Strategies, Design Framework
Organisations: Agents, Interactions & Complexity

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Local EPrints ID: 263231
URI: http://eprints.soton.ac.uk/id/eprint/263231
ISBN: 3-540-46242-2
PURE UUID: 97725849-0131-4cef-9d2b-6bf271325500

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Date deposited: 05 Dec 2006
Last modified: 19 Jul 2019 22:29

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