Trader Performance in a Market Experiment with Human and Computerized Traders

2014 ◽  
Vol 66 (3) ◽  
pp. 224-244
Author(s):  
Martin Angerer ◽  
Jürgen Huber ◽  
Michael Kirchler
Keyword(s):  
Market Experiment ◽  
Trader Performance

scholarly journals Controlling monopoly power in a double‐auction market experiment

2021 ◽  
Author(s):  
Giuseppe Attanasi ◽  
Kene Boun My ◽  
Andrea Guido ◽  
Mathieu Lefebvre
Keyword(s):  
Monopoly Power ◽  
Double Auction ◽  
Auction Market ◽  
Market Experiment

Investigating Users' Reaction to Fine-Grained Data Requests: A Market Experiment

2016 ◽  
Author(s):  
Nicole Eling ◽  
Siegfried Rasthofer ◽  
Max Kolhagen ◽  
Eric Bodden ◽  
Peter Buxmann
Keyword(s):  
Fine Grained ◽  
Market Experiment

Trade Promotion Decisions Under Demand Uncertainty: A Market Experiment Approach

2013 ◽  
Vol 59 (7) ◽  
pp. 1709-1724 ◽  
Author(s):  
Hong Yuan ◽  
Miguel I. Gómez ◽  
Vithala R. Rao
Keyword(s):  
Demand Uncertainty ◽  
Market Experiment ◽  
Trade Promotion

Cluster Analysis for Evaluating Trading Strategies

2018 ◽  
Keyword(s):  
Cluster Analysis ◽  
Cost Analysis ◽  
Trading Strategy ◽  
Trading Strategies ◽  
Trading Cost ◽  
Clustering Technique ◽  
Statistical Clustering ◽  
Trader Performance

In this article, we introduce a new methodology to empirically identify the primary strategies used by a trader using only post-trade fill data. To do this, we apply a well-established statistical clustering technique called k-means to a sample of progress charts, representing the portion of the order completed by each point in the day as a measure of a trade’s aggressiveness. Our methodology identifies the primary strategies used by a trader and determines which strategy the trader used for each order in the sample. Having identified the strategy used for each order, trading cost analysis can be performed by strategy. We also discuss ways to exploit this technique to characterize trader behavior, assess trader performance, and suggest the appropriate benchmarks for each distinct trading strategy.

scholarly journals Evaluation Periods and Asset Prices in a Market Experiment

2003 ◽  
Vol 58 (2) ◽  
pp. 821-837 ◽  
Author(s):  
Uri Gneezy ◽  
Arie Kapteyn ◽  
Jan Potters
Keyword(s):  
Asset Prices ◽  
Market Experiment

scholarly journals Star Wars - an episodes battle

2020 ◽  
Vol 8 (6) ◽  
pp. 367-380
Author(s):  
Patrícia Nunes da Silva ◽  
Monica Almeida Gama ◽  
André Luiz Cordeiro dos Santos
Keyword(s):  
Mathematical Explanation ◽  
Star Wars ◽  
Market Experiment

Mlodinow (2008) proposed a crazy market experiment: to release the same film under two titles: Star Wars: Episode A and Star Wars: Episode B. Their marketing campaigns and distribution schedule are identical except by their titles on trailers and ads. He looks at the first 20,000 moviegoers and record the film they choose to see. He claims it is most probable the lead never changes, and it is 88 times more likely that one of the two films will be int the lead through all 20,000 customers than it is that the lead continuously seesaw. We present a detailed mathematical explanation for Mlodinow claims.

scholarly journals Self-Employed but Looking: A Labor Market Experiment

2013 ◽  
Vol 2013 (1) ◽  
pp. 11491
Author(s):  
Philipp Koellinger ◽  
Julija Mell ◽  
Irene Pohl ◽  
Christian Roessler ◽  
Theresa Treffers
Keyword(s):  
Labor Market ◽  
Market Experiment
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