The site (www.bbc.co.uk/celebdaq) will let users buy and sell up to '£1 million' of fantasy shares in 150 top celebrities from the entertainment, sport, TV and music industries.
Share prices will alter according to the amount of publicity the celebrity receives in newspapers and magazines.
Each celebrity has a web page of their own, with facts, latest news, recent sightings and current trading price. Daily trading prices will be announced each evening following BBC Choice's Liquid News show.
To play the game, users have to register personal details, providing a data-capture tool for BBCi. A cross-media marketing campaign to promote the show and site is planned for August.
The highest-earning trader each week will win a cash prize and the chance to appear on the weekly half-hour show.
A BBCi spokeswoman said: "This is the first time a web site has driven the content of a TV production, rather than the other way around."
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