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Multi Agents Systems (MAS) for quant development and high frequency trading HFT

(Last Updated On: May 18, 2012)

Multi Agents Systems (MAS) for quant development and high frequency trading HFT
Hi, I am looking for an interesting theme for my MSc and I wish to join MAS and Algorithmic Trading. Can anyone suggest some ideas or even papers with the same topic? Thanks

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have a look at Altreva. It’s an application of agent-based models for algorithmic trading. http://www.altreva.com

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There is a program called Netlogo that allows developers to create multi agent based models. A good paper that worked on a simulation of the May market crash in 2010 is located here:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1932152
Many ideas were discussed at the High frequency data analysis conference, check out the abstracts:
http://kolmogorov.math.stevens.edu/conference2011/index.php/abstracts-of-the-talks

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Thank you for posting. I didn’t know Altreva and I am starting to know it now. I already knew NetLogo and I know it is used a lot in social sciences because it is easier to programm than Java (Rpast for instance). But I will dig in a bit more. If you have additional info you would like to share I would welcome it a lot. Thanks

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