Paper Info
Title
SPORTSBET: A Tool for the Quantitative Evaluation and Execution of Betting Exchange Trading Strategies
Abstract
Betting exchange markets, which offer person-to-person betting, have attracted increasing interest due to their similarities with financial markets and their growing economic importance. This paper presents SPORTSBET, an event-driven tool for the quantitative evaluation of betting exchange trading strategies. It was developed to specify, execute and back-test parameterised betting strategies for a wide range of sports. SPORTSBET allows the definition of betting strategies in an extended version of the UrbiScript language as sets of concurrent processes which make use of event-calculus-like operators. Strategy performance is quantified by synchronizing multiple real time or historical data streams with a dynamic market reconstruction.
Year
DOI
Venue
2011
10.1109/QEST.2011.30
QEST
Keywords
Field
DocType
quantitative evaluation,exchange market,event-driven tool,economic importance,urbiscript language,betting exchange trading strategies,dynamic market reconstruction,exchange trading strategy,back-test parameterised betting strategy,concurrent process,person-to-person betting,event-calculus-like operator,data handling,strategy,markov process,real time,robots,sport,reactive power,real time systems,programming,trading strategy,event calculus,financial market,electronic commerce,optimization,investments,markov processes
Trading strategy,Data stream mining,Markov process,Industrial engineering,Computer science,Synchronizing,Theoretical computer science,Operator (computer programming),Robot,Financial market,Group method of data handling
Conference
Citations 
PageRank 
References 
0
0.34
1
Authors
2
Name
Order
Citations
PageRank
Polyvios Tsirimpas100.34
William J. Knottenbelt257150.07