A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- John H. Kagel & Alvin E. Roth, 2016. "The Handbook of Experimental Economics, Volume 2," Economics Books, Princeton University Press, edition 1, volume 2, number 10874.
- Gjerstad, Steven & Dickhaut, John, 1998.
"Price Formation in Double Auctions,"
Games and Economic Behavior, Elsevier, vol. 22(1), pages 1-29, January.
- Gjerstad, S. & Dickhaut, J., 1995. "Price Formation in Double Auctions," Papers 284, Minnesota - Center for Economic Research.
- Steven Gjerstad & John Dickhaut, 2003. "Price Formation in Double Auctions," Microeconomics 0302001, University Library of Munich, Germany.
- Gode, Dhananjay K & Sunder, Shyam, 1993.
"Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality,"
Journal of Political Economy, University of Chicago Press, vol. 101(1), pages 119-137, February.
- Gode, D.K. & Sunder, S., 1991. "Allocative Efficiency of Markets with Zero Intelligence (Z1) Traders: Market as a Partial Substitute for Individual Rationality," GSIA Working Papers 1992-16, Carnegie Mellon University, Tepper School of Business.
- Smith,Vernon L., 2006.
"Papers in Experimental Economics,"
Cambridge Books,
Cambridge University Press, number 9780521024655, October.
- Smith,Vernon L., 1992. "Papers in Experimental Economics," Cambridge Books, Cambridge University Press, number 9780521364560, September.
- Steven Gjerstad, 2003.
"The Strategic Impact of Pace in Double Auction Bargaining,"
Microeconomics
0304001, University Library of Munich, Germany.
- Steven Gjerstad, 2004. "The Strategic Impact of Pace in Double Auction Bargaining," Econometric Society 2004 North American Winter Meetings 190, Econometric Society.
- Steven Gjerstad, 2003. "The Impact of Pace in Double Auction Bargaining," Levine's Bibliography 666156000000000192, UCLA Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Henry Hanifan & Ben Watson & John Cartlidge & Dave Cliff, 2021. "Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders," Papers 2103.00600, arXiv.org.
- Henry Hanifan & John Cartlidge, 2019. "Fools Rush In: Competitive Effects of Reaction Time in Automated Trading," Papers 1912.02775, arXiv.org, revised Nov 2020.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
- Henry Hanifan & Ben Watson & John Cartlidge & Dave Cliff, 2021. "Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders," Papers 2103.00600, arXiv.org.
- Henry Hanifan & John Cartlidge, 2019. "Fools Rush In: Competitive Effects of Reaction Time in Automated Trading," Papers 1912.02775, arXiv.org, revised Nov 2020.
- Corgnet, Brice & DeSantis, Mark & Porter, David, 2020.
"The distribution of information and the price efficiency of markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Brice Corgnet & Mark DeSantis & David Porter, 2018. "The Distribution of Information and the Price Efficiency of Markets," Working Papers 18-09, Chapman University, Economic Science Institute.
- Brice Corgnet & Mark Desantis & David Porter, 2019. "The Distribution of Information and the Price Efficiency of Markets," Post-Print hal-02312304, HAL.
- Brice Corgnet & Mark Desantis & David Porter, 2019. "The distribution of information and the price efficiency of markets," Post-Print halshs-02393564, HAL.
- X. Fernández, Bernardo & Fernández Q, Vladimir & Aldazosa, E. René, 2018.
"Una subasta doble de divisas para la determinación del tipo de cambio en Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 152-189, May.
- X. Fernández, Bernardo & Fernández Q., Vladimir & Aldazosa, E. Rene, 2017. "Una Subasta Doble de Divisas para la Determinación del Tipo de Cambio en Bolivia," Documentos de trabajo 4/2017, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Svitlana Vyetrenko & David Byrd & Nick Petosa & Mahmoud Mahfouz & Danial Dervovic & Manuela Veloso & Tucker Hybinette Balch, 2019. "Get Real: Realism Metrics for Robust Limit Order Book Market Simulations," Papers 1912.04941, arXiv.org.
- Daniel Snashall & Dave Cliff, 2019. "Adaptive-Aggressive Traders Don't Dominate," Papers 1910.09947, arXiv.org.
- Itzhak Rasooly, 2022. "Competitive equilibrium and the double auction," Economics Series Working Papers 974, University of Oxford, Department of Economics.
- Xintong Wang & Christopher Hoang & Yevgeniy Vorobeychik & Michael P. Wellman, 2021. "Spoofing the Limit Order Book: A Strategic Agent-Based Analysis," Games, MDPI, vol. 12(2), pages 1-43, May.
- Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, April.
- Sabiou M. Inoua & Vernon L. Smith, 2022.
"Perishable goods versus re-tradable assets: A theoretical reappraisal of a fundamental dichotomy,"
Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 15, pages 162-171,
Edward Elgar Publishing.
- Sabiou M. Inoua & Vernon L. Smith, 2022. "Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy," Working Papers 22-01, Chapman University, Economic Science Institute.
- Sabiou Inoua & Vernon Smith, 2023. "Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy," Papers 2309.03432, arXiv.org.
- Tai, Chung-Ching & Chen, Shu-Heng & Yang, Lee-Xieng, 2018. "Cognitive ability and earnings performance: Evidence from double auction market experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 409-440.
- Aaron Wray & Matthew Meades & Dave Cliff, 2020. "Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data," Papers 2012.00821, arXiv.org.
- Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
- Gjerstad, Steven & Dickhaut, John, 1998.
"Price Formation in Double Auctions,"
Games and Economic Behavior, Elsevier, vol. 22(1), pages 1-29, January.
- Gjerstad, S. & Dickhaut, J., 1995. "Price Formation in Double Auctions," Papers 284, Minnesota - Center for Economic Research.
- Steven Gjerstad & John Dickhaut, 2003. "Price Formation in Double Auctions," Microeconomics 0302001, University Library of Munich, Germany.
- Jason Shachat & Zhenxuan Zhang, 2017.
"The Hayek Hypothesis and Long‐run Competitive Equilibrium: An Experimental Investigation,"
Economic Journal, Royal Economic Society, vol. 127(599), pages 199-228, February.
- Jason Shachat & Zhenxuan Zhang, 2012. "The Hayek hypothesis and long run competitive equilibrium: an experimental investigation," Working Papers 1201, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, revised 29 Jun 2013.
- Jason Shachat & Zhenxuan Zhang, 2013. "The Hayek Hypothesis and Long Run Competitive Equilibrium: An Experimental Investigation," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Shachat, Jason & Zhang, Zhenxuan, 2012. "The Hayek hypothesis and long run competitive equilibrium: an experimental investigation," MPRA Paper 39579, University Library of Munich, Germany.
- Steven Gjerstad, 2003.
"The Strategic Impact of Pace in Double Auction Bargaining,"
Microeconomics
0304001, University Library of Munich, Germany.
- Steven Gjerstad, 2004. "The Strategic Impact of Pace in Double Auction Bargaining," Econometric Society 2004 North American Winter Meetings 190, Econometric Society.
- Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
- Brewer, Paul & Ratan, Anmol, 2019. "Profitability, efficiency, and inequality in double auction markets with snipers," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 486-499.
- Großer, Jens & Reuben, Ernesto, 2013.
"Redistribution and market efficiency: An experimental study,"
Journal of Public Economics, Elsevier, vol. 101(C), pages 39-52.
- Großer, Jens & Reuben, Ernesto, 2009. "Redistributive Politics and Market Efficiency: An Experimental Study," IZA Discussion Papers 4549, Institute of Labor Economics (IZA).
- Jens GroЯer & Ernesto Reuben, 2009. "Redistributive Politics and Market Efficiency: An Experimental Study," Working Paper Series in Economics 44, University of Cologne, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1909.12926. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.