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Basic stock market model

This repository contains a simple agent-based stock market model. 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.

How to use the model

  1. Download the repository to your system.
  2. Run the Fundamentals-unknown-replication-notebook, (or recalibrate the model using the calibration notebook).
  3. The results will be added to an sql lite database on your system.
  4. In the second part of Fundamentals-unknown-replication-notebook you can analyse the output data.

Repository structure

  • The main folder contains supporting files
  • The stockmarket folder contains supporting scripts, classes and functions.

For clarity reasons, we tried to stick to a functional programming style as much as possible. Therefore, most of the action takes place in the baseline.py file.

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This repository contains the agent-based stock market model

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  • Jupyter Notebook 87.4%
  • Python 12.6%