2012 Trading Agent Competition Results

TAC-12 is now (mostly) history. The Ad Auction (AA) and Supply Chain Management (SCM) divisions had their semifinals and finals in Valencia earlier this month. Results are posted on the TAC web site. The PowerTAC finals were postponed to September. Our…

AAAI-12 Tutorial: Trading Agents

Trading Agents AAAI-12 tutorial presented by Michael Wellman and Amy Greenwald. Sunday 22 July 2012, Sheraton Centre Toronto Hotel *UPDATE* slides now posted here, in four parts Intro to Trading Agents and Auction Fundamentals (Wellman) Interdependent…

The Microsecond Market

IEEE Spectrum has a nice feature article (written by David Schneider) in their June 2012 issue about high-frequency trading and the latency arms race in particular.  The article quotes me advocating discrete-time markets.