Intelligent agents have often been used as a method for simulating an active equity market environment. While agents have been used extensively in trading and market simulations, agents have not been used in a system that only evaluates trading algorithms. To accomplish the simulations, agents are developed in a single or proprietary programming language. The use of agents developed in Microsoft’s .Net framework and CLR provides flexibility, scalability, compatibility, and interoperability beyond traditional agent development environments. This paper presents a multi-agent system developed using native JAVA, VB.Net, C# and PHP, all in the .Net environment. The system will demonstrate its abilities by comparing two equity trading algorithms.
Russell, Stephen and Yoon, Victoria, "Heterogeneous Agent Development: A Multi-Agent System for Testing Stock Trading Algorithms" (2005). AMCIS 2005 Proceedings. 283.