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2 results for “sniping”
To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic tradersq-fin.MF

This paper examines transitions in sniping behavior among algorithmic traders, finding new profitable strategies.

problem Understanding transitions from sure to probabilistic sniping in competitive algorithmic trading environments.
method Reinterpretation and extension of Menkveld and Zoican's stylized game, analysis of repeated games, sequential statistical testing.
result Probabilistic sniping can be profitable in certain conditions, resembling the prisoner's dilemma.
algorithmic tradingsnipingrepeated gamesNash equilibriumsequential testing
2019-12-09abs ↗pdf ↗