Table 1 Experimental parameter settings
From: Cost-benefit analysis of trading strategies in the stock index futures market
Experimental parameter | Setting |
|---|---|
Investor number | |
 Informed trader | 100 |
 Technical trader | 100 |
 Noise trader | 100 |
 Arbitrage trader | 30 |
Investor wealth | |
 Informed trader | 500,000 yuan |
 Technical trader | 500,000 yuan |
 Noise trader | 500,000 yuan |
 Arbitrage trader | 2,000,000 yuana |
Total number of experimental periods | 60,522 |
Time span of each period | 5 s |
Number of days of the experiment | 21 days (1 month) |
Number of periods in each day | 2882 |