Adaptive-Aggressive Traders Don't Dominate

no code implementations • 19 Oct 2019 • Daniel Snashall, Dave Cliff

For more than a decade Vytelingum's Adaptive-Aggressive (AA) algorithm has been recognized as the best-performing automated auction-market trading-agent strategy currently known in the AI/Agents literature; in this paper, we demonstrate that it is in fact routinely outperformed by another algorithm when exhaustively tested across a sufficiently wide range of market scenarios.

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