High Level Architecture for Trading Agents in Betting Exchange Markets

• Type: Article in International Conference Proceedings Book
• Date: 2013

Authors

Goncalves, R (Author) Other; Rocha, AP (Author) FEUP; Pereira, FL (Author) FEUP

Conference proceedings International

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

Pages: 497-510

Indexing

ISI Web of Knowledge - 1 Citation

Scopus - 1 Citation

Scientific classification

CORDIS: Technological sciences

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 14