ZIP60 is a significant improvement on the original ZIP trader algorithm. Whereas the original ZIP required the values of eight control parameters to be set correctly, ZIP60 has sixty parameters. This allows its responses and actions to be much more finely-tuned than the original ZIP. To distinguish the two, the original is now known as "ZIP8".

Of course, hand-tuning 60 parameters to get the right trading behavior can be very tricky, or very dull, or both. But humans don't have to bother with that, because automated optimization means that computers can do it for us.

The first peer-reviewed paper on ZIP60 was published in 2006 at the 8th International Conference on E-Commerce Technology. Publication details (and a pay-per-copy service) are available here.

The most lengthy but comprehensive paper on ZIP60 was completed in 2006, and is in the late stages of revision and peer-review for a leading international journal, with publication likely in 2008. A preprint copy of that paper is available here. Please note that copyight on the preprint is owned by the author.

The C source code for ZIP60 will be available as open-source from this website very soon. Mail the webmaster to find out when.

In case you're wondering, the reason why we're giving away the source-code to ZIP60 is that we have a new, even better improvement of ZIP in the late stages of development. We'll be publishing further details of that very soon. We've also fine-tuned the auto-optimizer to make it give much the same results as the old one, but in approx 95% less CPU time, which is a handy thing to do. 

If you are looking for help with business applications of ZIP, need technical consultancy, or are wanting to license commercial use of the most recent (more powerful and more sophisticated) versions of ZIP, please talk to the nice folk at Syritta Algorithmics (www.syritta.com), who are the owners of this webpage. Syritta are a commercial operation: they're very friendly (and their lawyers are too, unless you annoy them), but they don't do things for free.

For details of some recent press/media coverage of this work, click here. For Dave Ciff's bio, click here.

Copyright © 2007, Dave Cliff.