Zero Intelligence Agent-Based Model of Modern Limit Order Book
Zero Intelligence Agent-Based Model of Modern Limit Order Book
Charles Collver, PhD
See the Project Website for more details and radicalmarketsimulation for a more general discussion of applying agent-based modeling to financial markets.
If you just want to install and run a quick simulation: conda install -c dennycrane pyziabm
In a Jupyter Notebook or iPython command line:
import pyziabm as pzi
pzi.Runner()
will call the simulation with the defaults. To change the defaults and run several in a loop see the runwrapper files detailed below. To keep all of the data from one simulation in memory, assign to a variable:
sim1 = pzi.Runner()
There are seven files:
There are two test files:
There are several Jupyter Notebooks that should work with minimal changes to the directories.