Algotraders
Experimental research on trading-platform design, retail investors, and order-flow data.
Algotraders is a research stream on how retail investors respond to market interfaces, order-flow information, and hybrid trading environments. It connects behavioural finance questions with experimental design, platform architecture, and the microfoundations of investor decision-making.
The project combines online and laboratory experiments with custom-built trading environments. The goal is to identify how data presentation, interface features, and feedback loops shape risk-taking, attention, and strategic behaviour.
Current themes include:
- retail investor use of order-flow and execution data;
- gamification and interface effects in digital trading platforms;
- behavioural responses in hybrid financial markets where algorithmic and human actors interact.
This line of work supports both standalone papers and reusable experimental tooling for finance-focused behavioural research.