THE TRADING AGENT CONTEST


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TAC is a trading algorithm contest, held on a simulated market, where a selection of remade historical and malfunctioning algorithms are put in competition.

CONTEST #1 - 2013

The first contest puts in competition four algorithms, and is held in Trafo, Budapest, from the 16th of may 2013 to the 13th of june 2013. 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.


See the Ranking Page, where bots are classified through their performances : ADMX

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TAC is part of the Algorithmic Trading Freakshow exhibition.



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RYBN TAC Freakshow ADMX
darts RYBN TAC ADMX Freakshow

 






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