Inter-pattern speculation: beyond minority, majority and $-games

Details Inter-pattern speculation: beyond minority, majority and $-games Inter-pattern speculation: beyond minority, majority and $-games

2005-02-25

arxiv.org/abs/physics/0502140v3

Physics

Physics and Society

31 pages, 7 figures. Final version, even clearer and better. New figure of information ecology

Scientific paper

A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and close their positions explicitly. Information ecology is strikingly similar to that of the Minority Game which suggest to reinterpret the latter as a model of synchronisation of predictability exploitation. Naive and sophisticated agents are shown to give rise to very different phenomenology

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