Impact of misalignment of trading agent strategy across multiple markets

Published in International Conference on Auctions, Market Mechanisms and Their Applications, 2009

Recommended citation: Sohn, Jung-woo, Sooyeon Lee, and Tracy Mullen. "Impact of misalignment of trading agent strategy across multiple markets." International Conference on Auctions, Market Mechanisms and Their Applications. Springer, Berlin, Heidelberg, 2009. https://Sooyeon-Lee.github.io/files/Sohn2009_Chapter_ImpactOfMisalignmentOfTradingA.pdf