  Just as war is sometimes fallaciously represented as a zero sum game -- when
in fact war is a negative sum game - stock market trading, a positive sum game
over time, is often erroneously represented as a zero sum game. This is called
the "zero sum fallacy" -- the erroneous belief that one trader in a stock
market exchange can only improve their position provided some other trader's
position deteriorates. However, a positive sum game in absolute terms can be
recast as a zero sum game in relative terms. Similarly it appears that negative
sum games in absolute terms have been recast as zero sum games in relative
terms: otherwise, why would zero sum games be used to represent situations of
war? Such recasting may have heuristic or pedagogic interest but recasting must
be clearly explicited or risks generating confusion.
  Keywords: Game theory, stock trading and agent based AI.
