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Researching Financial Market Dynamics through Algorithmic Trading Agents
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Datum
2024
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Gesellschaft für Informatik e.V.
Zusammenfassung
The evolving landscape of financial markets demands the integration of advanced technologies and quantamental paradigms like market simulations and artificial intelligence. This study explores the use of agent-based interactive discrete event trading simulations to analyze financial market scenarios and detect anomalies. The research involves various market fees and synthetic competition between exchanges, utilizing an inter-market spread arbitrage machine for price stability. This approach enables the observation of anomalies related to spreads, execution speed, traded volumes, liquidity, order execution probability, and agent decision-making influence. This study could serve as a valuable tool for financial institutions and regulatory authorities in strategic decision-making concerning financial market challenges.