Abstract

In this paper we take a new approach to studying electronic trading & systemic risk by introducing the HFTE model. We specify an approach in which agents interact through a topological structure designed to address the complexity demands of most common high frequency strategies but designed randomly at inception. The primitive strategy ecosystem is then studied through a simplified genetic algorithm. The results open up intriguing social and regulatory implications with the helping doors of Mathematical Biology & Game Theory which specific mirror points have been summarized for the sake of illustrating the puzzling findings.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call