The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming

Abstract

Market regulators around the world are still debating whether or not highfrequency trading (HFT) is beneficial or harmful to market quality. We develop artificial commodities market populated with HFT scalpers and traditional commodities traders using Strongly Typed Genetic Programming (STGP) trading algorithm.We simulate real-life commodities trading at… (More)
DOI: 10.1007/s10479-016-2286-1

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