OxTalks will soon move to the new Halo platform and will become 'Oxford Events.' There will be a need for an OxTalks freeze. This was previously planned for Friday 14th November – a new date will be shared as soon as it is available (full details will be available on the Staff Gateway).
In the meantime, the OxTalks site will remain active and events will continue to be published.
If staff have any questions about the Oxford Events launch, please contact halo@digital.ox.ac.uk
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.
