TAC is a trading algorithm contest, held on a simulated market, where a selection of remade historical trading algorithms are put in competition.
Full Description
The contest puts in competition four remakes of historical trading algorithms.
The selected algorithms for the contest are : - A remake of the "Zero Intelligence" model, initially developed by Gode & Sunder in 1993 (ZI-C). Its decision system is based on a pure random model. - A remake of the WebBot project, scanning news to establish predictions, who predicted the end of the world for the 21st December 2012, and who is derived from a 1997 financial prediction algorithm. - A remake of the "Twitter Prediction Algorithm", developed by J. Bollen, H. Mao, X.J. Zeng in 2010, and whose propagation into common strategies has provoked the TwitterFail or #Hashkrach of the 23rd April 2013. - A remake of the WSJ Dartboard contest, where an algorithm had its portfolio chosen throwing darts on the financial page of the Wall Street Journal, as a re-enactment of Malkiel 1973 experiment.
ADMX IS PART OF THE ANTIDATAMINING SERIES
Work metadata
- Year Created: 2015
- Submitted to ArtBase: Thursday Mar 26th, 2015
- Original Url: http://www.rybn.org/ANTI/ADMX/
- Collective: RYBN
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