Independent replication shows that market fragmentation decreases execution times in all cases and increases trader welfare in most cases under an alternative greedy strategy for ZI traders, reversing some original qualitative takeaways.
A survey of agent-based modeling practices (January 1998 to July 2008).Journal of Artificial Societies and Social Simulation, 12(4):9, 2009
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Testing replication for an agent-based model of market fragmentation and latency arbitrage
Independent replication shows that market fragmentation decreases execution times in all cases and increases trader welfare in most cases under an alternative greedy strategy for ZI traders, reversing some original qualitative takeaways.