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• Ashley Booth

Currently I am enrolled in the DTC Complex Systems Simulation programme at the Institute for Complex Systems Simulation specialising in the study and development of automated algorithmic trading systems.

Previous work focussed using artificial evolution and agent-based modelling to explore market structures and trading strategies that give rise to the stable market dynamics. We used tools from game theory, complexity science and behavioural finance in order to build agent based simulations that gave accurate insights into the key conditions that regulate market stability.

At Present, my research explores the development and study of automated algorithmic trading systems that encapsulate: indicator tracking to determine trade initiation and closeout; portfolio risk management; and algorithmic trade execution. Such quantitative trading strategies attempt to gain an edge by finding trends or indicators from historical data. We do this using time series analysis, artificial intelligence and machine learning to isolate useful information from the mass of available data. We develop these automated systems with the aim of studying the interaction between them and other (human) traders.

My research is funded by the EPSRC.

Further information about me and my research can be found at:

http://www.ashbooth.com/

http://soton.academia.edu/AshBooth/About

http://uk.linkedin.com/pub/ash-booth/4b/26a/931

Working with...

Enrico Gerding None, None

Francis McGroarty Lecturer, Management (FBL)

Jason Noble Research Fellow, Electronics and Computer Science (FPAS)

Research Groups