Published November 14, 2021
| Version 1.0.0
Software
Open
umbralcalc/lobsim: First release
Authors/Creators
Description
Financial market limit order book microsimulation using an ensemble agent-based approach inspired by extensions to the original Santa Fe model. This simulation could potentially be adapted in future to model data from real books.
Files
umbralcalc/lobsim-1.0.0.zip
Files
(508.7 kB)
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md5:4ac51b1bb691948e6bfc43ef381c1855
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Additional details
Related works
- Is supplement to
- https://github.com/umbralcalc/lobsim/tree/1.0.0 (URL)