Game theory as in the stuff John F. Nash did?
I’m certainly familiar with John Nash but in the trenches of trading, I’m not sure of how much it is applicable.
There’s both a logical reaction and an emotional reaction to new data that is made available in real time.
Always, and I mean always, you need to know who is on the other side of your trade.
I made boat loads of money by literally forcing a NYSE Specialist to include my orders in his attempt to make a profit. I knew what he was doing and I knew the rules he had to follow and I had the access.
So, I was gaming the gamers.