Trading Strategies for Markets: A Design Framework and Its Application

  • P. Vytelingum
  • R. K. Dash
  • M. He
  • A. Sykulski
  • N. R. Jennings
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3937)


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 re-usability 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.


Multiagent System Trading Strategy Market Information Optimal Plan Sharpe Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • P. Vytelingum
    • 1
  • R. K. Dash
    • 1
  • M. He
    • 1
  • A. Sykulski
    • 1
  • N. R. Jennings
    • 1
  1. 1.School of Electronics and Computer ScienceUniversity of SouthamptonSouthamptonUK

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