Oxford Events, the new replacement for OxTalks, will launch on 16th March. From now until the launch of Oxford Events, new events cannot be published or edited on OxTalks while all existing records are migrated to the new platform. The existing OxTalks site will remain available to view during this period.
From 16th, Oxford Events will launch on a new website: events.ox.ac.uk, and event submissions will resume. You will need a Halo login to submit events. Full details are available on the Staff Gateway.
We systematically study the ecology of trading strategies and its relationship to financial stability through agent-based modelling. The basis of the research is a simulation of many trading strategies interacting with one another in a stock market that is calibrated against the U.S. stock market. We study how the profitability of each strategy depends on the capital invested in each of the other strategies present in the market. This allows us to relate strategies and identify the nature of their interaction, and study how they affect the evolution of the capital associated with each strategy through time. It also allows us to study the approach to market efficiency and its relationship to financial stability. We study how market volatility depends on the population of trading strategies and the use of leverage.
