Relevance Game Theory

[tfors]

I am pondering on taking a Game Theory course at my uni, but not sure about it's relevance to quantitative finance, and then HFT in particular? Anyone has an idea about this?

 

[Alexandre Chretien]

Capital allocation and stuff is where you might ever use it (on the sell side mostly)

No idea where you could use this in HFT

 

[Philip_Mitterrand]

You should check this book and if you are intelligient enough you can snag a free pdf copy via web

Probability and Finance: It's Only a Game!
by Glenn Shafer Vladimir Vovk (Author)

I am pondering on taking a Game Theory course at my uni, but not sure about it's relevance to quantitative finance, and then HFT in particular? Anyone has an idea about this?

 

[Daniel Duffy]

Is GT a solution looking for a problem?

 

[Philip_Mitterrand]

maybe it could help to visualize problem from a diff perspective

Is GT a solution looking for a problem?

 

[Daniel Duffy]

maybe it could help to visualize problem from a diff perspective

Analogical reasoning? Aha erlebnis.