Abstract (EN):
This paper presents a new high level software architecture used to develop automated trading agents in betting exchange markets. Betfair betting exchange entity is used as case study. The implementation of the Scalping, Swing, and Trailing-Stop trading mechanisms is explored in detail. A rulebased trading agent, used as test example, is also described together with results of simulations and real interaction with pre- live horse race markets.
Language:
English
Type (Professor's evaluation):
Scientific
No. of pages:
14