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From: | Marcus G. Daniels |
Subject: | Re: [Swarm-Modelling] About a model |
Date: | Fri, 28 Oct 2005 08:12:10 -0600 |
User-agent: | Mozilla Thunderbird 1.0.6-1.1.fc4 (X11/20050720) |
John Lee wrote:
Hi,Recently I found a model that perhaps what I need. It is about “Automated Trading.” I have a book which mentioned about the model, and it told me to find the code in SDG. But I can’t find it. Could anyone help me find it? And are there some links or books related to the model? Or there are other models about Trading(trader)?
Usually people ask about ASM: http://artstkmkt.sourceforge.netYears ago with Paolo Patelli I wrote a pretty substantial Java Swarm-based market simulation. In my view it is a decent example of full use of Swarm. It's in a way much cleaner and usable for markets research than ASM. Paolo wrote a smart auto-regressive agent for it that is pretty nifty, and there's code for detection of chaos and its been tuned somewhat for performance. If someone wanted to maintain it, SFI might be willing to make it open source.
Marcus
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