Jagora is an agent oriented simulation framework for financial market experiments. Features include:
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Support for market, limit and stop loss orders.
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Differential market information (Level 1, Level 2)
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Differential latency for order execution for simulating strategies based on proximal order execution.
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Market state tracking
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A suite of agent trading strategies, including zero intelligence (random), random spread crossing, historical mean reversion, institutional trading, market making and zero intelligence plus (à la Cliff'97).
Agora is (loosely) Greek for 'Market' and the project is implemented in Java. Fortuituously, Jagora is a type of snail. Clever, hmm? Well yes, if someone hadn't thought of it first...