Competition Dynamics in a Virtual Fund Management System: The Tour de Finance

摘要

This research explores the development of a virtual fund management system to benchmark investment controllers as algorithmic decision processes on live market data. While similar paper-trading competitions exist, the Tour de Finance system is unique in its use of a particular class of dynamical systems as a dynamic rating mechanism to help ensure that the system is fair and rewards real intelligence over dumb luck. A link is provided for those wishing to participate in the Tour by designing controllers to interact with the system as autonomous agents, each managing its own virtual fund.