The purpose of Deep-Trader Experiment is to investigate the randomness properties of bit sequences generated from different “random” sources, including computerized, physical and economic ones, so as to elucidate if such sequences may be locally predictable in statistically significant sense. A sign of local predictability may be said to be demonstrated, for example, by virtue of a capacity by a human being and/or a computer to recognize and exploit certain patterns or other repeatable behavior of specific digital data sources.

According to conventional wisdom and modern science, one would expect a negative result of such an experiment, that is, the absence of any statistically significant predictive capacity in relation to any truly “random” process. Nevertheless, there are two good reasons to conduct such an experiment: first, it is a fact that it has proven to be difficult to give a positive definition of a truly “random” process, and many commonplace bit sequences are in reality only pseudo-random.  Then, there is a multitude of real life claims of predictable behavior of economic time series representing so-called efficient markets which supposedly should be random.

The experiment presupposes involvement of thousands of participants around the world, who on the basis of an advanced trading platform, Dukascopy Deal Station, will be attempting to predict random sequences.  To find out more about the experiment and participation in it, click on the following link or go directly to http://dds.dukascopy.com/ .