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This chapter portrays how research topics arise and develop in the creative environment of the research group Information &amp; Market Engineering of the Institute of Information Systems and Marketing at the Karlsruhe Institute of Technology. It is somewhat long-winded in the beginning but identifies then a clear goal. In the following, it strays around several lines of research; touches on the question of why something like forecasting markets, the actual research topic, works at all – without answering it; and finally reaches a result that has little to do with the original objective. Along the way, the chapter provides some insights into the economic theory of double auctions.

How at the Institute of Information Systems and Marketing One Thing Leads to Another and Eventually Results in a Low-Trade Theorem