An oTree-Based Flexible Architecture for Financial Market Experiments

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 modularizes its main components, which makes the system flexible, portable, and scalable

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Year of publication:	2019
Authors:	Aldrich, Eric M.
Other Persons:	Demirci, Hasan Ali (contributor) ; López Vargas, Kristian (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Finanzmarkt \| Financial market \| Experiment

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