2019
DOI: 10.2139/ssrn.3354426
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An oTree-Based Flexible Architecture for Financial Market Experiments

Abstract: This document presents an architecture for experiments in finance. The architecture builds on oTree, a modern platform for behavioral experiments, allowing for sophisticated economic environments, market institutions, and trader strategies. The system supports both continuous-and discrete-time markets, and allows for communication latencies at time resolutions of 10-20 milliseconds. Such precise communication latencies facilitate the experimental study of high-frequency trading. The architecture also modulariz… Show more

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