This repository contains simple financial markets agent-based model (abm) with fundamentalist, mean-reversion & momentum traders While this is a work in progress, the model works. Feel free to copy or use the code under the terms of the licence under LICENCE.txt.
- Download the repository to your system.
- Run the model using the simulations.py file or one of the Jupyter notebooks.
- The simfinmodel.py file contains the main logic for the model
- The functions folder contains supporting functions
- The objects folder contains the agent and orderbook classes which are used in the model.
For clarity reasons, I tried to stick to a functional programming style as much as possible. Therefore, most of the action takes place in the simfinmodel.py file.