The Sixth Week: June 19 - June 23

During the sixth week, we started looking into incorporating timing into the agents' algorithms. We got some new code from IBM with a timing strategy implemented for the ZIP traders. I added the algorithms that Amy and I had been working with, and modified them for timing as well. Below are the results of the experiments I ran. The revision option was implemented slightly differently in the new code, but the idea is the same. The low performance of the ZICTs was later explained and fixed.

Results with the expiration policy but NO revision option:

AlgorithmAvg. EfficiencyTrade Ratio
1. AGHT0.9986330.991333
2. GDS(mem=1)0.9984330.958833
3. CLIFFT0.9982670.992167
4. ZIPT0.9974000.993500
5. ARGT0.9965000.994167
6. GDL(mem=1)0.9946670.954167
7. AGH0.99940670.984000
8. PVTT0.9939670.977000
9. CLIFF0.9908330.983000
10. ARG0.9898330.983167
11. ZIP0.9889330.983000
12. PVT0.9739670.968333
13. GDT(mem=1)0.9632330.950833
14. ZIC0.9149000.864500
15. ZICT0.6800670.553667

Results with the expiration policy AND the revision option:

AlgorithmAvg. EfficiencyTrade Ratio
1. CLIFFT0.9988330.995500
2. ARGT0.9985670.991833
3. ZIPT0.9983000.994333
4. AGHT0.9981670.994167
5. PVTT0.9965000.980833
6. AGH0.9959330.988500
7. CLIFF0.9944330.989833
8. ARG0.9938000.994167
9. ZIP0.9928670.991333
10. PVT0.9894330.984833
11. GDL(mem=1)0.9811000.943833
12. GDS(mem=1)0.9678330.910333
13. GDT(mem=1)0.9333670.907833
14. ZIC0.9097000.847667
15. ZICT0.6782000.526000