High Level Architecture for Trading Agents in Betting Exchange Markets

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2013

Autores

Goncalves, R (Autor) Outra; Rocha, AP (Autor) FEUP; Pereira, FL (Autor) FEUP

Ata de Conferência Internacional

Título: World Conference on Information Systems and Technologies (WorldCIST)

Páginas: 497-510

Indexação

ISI Web of Knowledge - 1 Citação

Scopus - 1 Citação

Classificação Científica

CORDIS: Ciências Tecnológicas

Outras Informações

ID Authenticus: P-008-ACZ

DOI: 10.1007/978-3-642-36981-0_46

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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 14