1. Timing Overview

2. The Experiment

All accounting and trading is done in a fictitious currency called franc (symbol: F). One franc is worth one U.S. cent, so 100 francs is worth 1 U.S. dollar. At the end of the experiment, your cumulative franc earnings will be converted to U.S. dollars and paid out.

Description

In this experiment you will be asked to solve several shipping problems. For each problem you are given a list of objects and you are asked to optimally load them in a container for shipment. Each object has a weight and a value. The value is the price paid by the owner for shipping the object. Objects are identified by the name of the owner.

The container has a weight limitation that may prevent you from loading all objects in the container. That is, some objects may have to go with another shipment. Given this limitation, you are asked to determine the optimal load, i.e., the combination of objects to be loaded in the container that maximizes total value. The total value of a combination equals the sum of the values of the individual objects.

In each period (except the practice periods), you are asked to solve one shipping problem.

You are asked to solve the shipping problems in two contexts. The context determines how you will be able to make money from solving the shipping problems. The two contexts are:

  1. The Prize Context: You are given a pencil and paper to solve for the optimal combination of objects. If you are the first to return the optimal combination to the experimenter, you will receive a prize of 6600 francs (equally divided if there is more than one winner). Once you submit your solution, you will not be given the opportunity to resubmit it if it is wrong. By the end of the period EVERYBODY must turn in a solution, even if the prize has already been given to another person. While there is no winner, you can submit your solution by raising your hand and have the experimenter check your answer. If the answer is correct, you will be the winner, and all other subjects will be able to see it. In other words, THE IDENTITY OF THE WINNER IS PUBLIC.
  2. The Markets Context: While you are using pencil and paper to find the optimal combination of objects, you have the opportunity to make bets for each of the objects, as follows. There will be as many markets as there are objects (each identified by the owner of the object). In addition to cash, you will be allocated a number of securities for each of these markets. Securities pay a dividend of 100 francs if the corresponding object is part of the optimal combination. We'll refer to those securities as winners. Otherwise, securities pay zero. We'll call them losers. You will be able to trade all securities through a web-based market interface called eTradeLab (specifics are provided below). When markets close, you will be able to keep the cash you still have, plus 100 francs per winner security you're holding, minus a fixed fee, to be referred to as loan payment. Because of the loan payment, your earnings may be negative. The money you lose will then be subtracted from the earnings you cumulated over previous periods. You are requested to turn in a solution by the end of the period, this will not contribute to your earnings.

We'll alternate between contexts. That is, if the Prize Context is used in one period, the Markets Context will be used in the next one, and the Prize Context after that, etc.

Note that in the Markets Context, you will not receive a prize for being the first to find the optimal solution. You make money only because you have been given cash and securities which you can trade in the markets.

 

Shipping Problem Presentation

At the beginning of the experiment you are given blank paper and a pencil to help you with solving the shipping problems. At the beginning of each period you are given a print-out with the parameters for a particular problem. The print-out looks as follows.

Container weight limit=11


Anderson
Brown
Cole
Darwin
Evans
Foster
Green
Hamilton
Values
3
2
3
4
5
4
6
8
Weights
3
2
1
4
3
2
5
4










Each column corresponds to an object, identified by its owner. Per object, we provide you with its value and its weight. The last row is left blank; it is meant for you to indicate your solution. If you think an object belongs in the optimal combination, you fill in an X in the corresponding column; otherwise you leave the column blank. For instance, if you think that only Brown, Darwin, and Green should be in the optimal combination, your table should look like this:

Container weight limit=11


Anderson
Brown
Cole
Darwin Evans
Foster
Green
Hamilton
Values
3
2
3
4
5
4
6
8
Weights
3
2
1
4
3
2
5
4


X

X


X


(Note that the total weight of the suggested combination is 2+4+5=11, so it is within the container weight limit; the total value of the suggested combination is 2+4+6=12.)

 

Accumulating Earnings

The markets interface will display only the money that you make during Markets Context periods. You may start out with a positive balance. This is yours to keep, but it is fully exposed to risk. That is, any money you lose subsequently will be subtracted from this start-up balance. The start-up balance is in addition to the $5 sign-up reward that this lab always pays to participants who sign in and show up. The standard $5 sign-up reward is not exposed to risk.

Cumulative earnings for periods in the Prize Context are recorded separately. At the end of the experiment, we add the cumulative earnings from Prize Context periods to those from Markets Context periods. We then convert the result to dollars (if the total is positive) and add the $5 sign-up reward. You will be paid the total.

 

Practice Periods

To familiarize you with trading in the markets, we will begin the experiment with two practice periods. You won't have to solve a shipping problem, and your earnings for these periods won't count.

The practice periods are organized as an information revelation game. That is, you will be able to trade several securities, each identified by a common English last name. A number of these securities will pay 100 francs at the end of the period (the winners); the others won't pay anything (the losers). You will be given privileged information about the identity of the winners and/or losers before the end of the period. Use this information to try to make money (although you won't actually be paid...).

Remember, whatever you do during the practice periods does not affect your final earnings. Use the opportunity to experiment with the trading interface. Submit orders, try to trade, examine the links on the market interface window.

 

Counting Periods

Prize Context periods and Markets Context periods will be counted separately. That is, there will be Markets Context periods 1, 2, 3,... as well as Prize Context periods 1, 2, 3,... As mentioned before, Markets Context periods 1 and 2 are practice periods. They do not count. Your earnings in the Markets Context start accumulating only from Markets Context period 3 on. You accumulate earnings in the Prize Context periods from Prize Context period 1 on.

 

Redundant Markets

In some Markets Context periods, there may be markets for objects that are not in the shipping problem. Since these objects obviously cannot be part of the optimal solution, the securities in the corresponding markets will never pay a dividend and hence are worthless.

 

3. Highlights of eTradeLab, the market interface window

1. View Menu

When choosing any of the options on the View menu, the corresponding item will appear in the message board of eTradeLab. The menu items are self-explanatory. Click on Your Earnings to see how you did in the past (shown are only the earnings from periods where you solved the shipping problem in the markets context) and what your present cumulative earnings are (excluding money made in periods when the patent context was used). Etc.

2. How to Buy and Sell, or to Cancel an Order

At the bottom of eTradeLab, choose the Market in which you want to buy or sell. Then choose buy or sell. Enter a quantity (units) and the maximum price (per unit) you're willing to pay (if buying) or the minimum price you're asking (if selling). Hit order.

To cancel orders, go to Your Orders in the View menu of eTradeLab, highlight the orders you'd like to cancel, and click Cancel Offer.

3. The Order Book

At any moment when markets are open, you can see some or even all the orders below the best buy order and above the best sell order by choosing Best Buy Orders or Best Sell Orders in the View menu. These lists are referred to in financial markets circles as the Book.

4. At the end of the experiment...

... close the connection with the market by clicking on Disconnect at the top of the market interface window. You can then close your browser. Don't worry if you accidentally do this too early - we keep track of your trades.

 

Good Luck!