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Project Overview

This project is a simplified stock market simulator built using multi-agent systems (SMA). The goal is to replicate the behavior of market participants (traders and market makers) in a stock exchange, allowing us to analyze different trading strategies and market dynamics.

Main Concepts:

  • Multi-Agent Systems (SMA): The simulator uses multiple agents (market maker and traders) to model real-world trading behaviors, including buying, selling, and price adjustments.
  • Market Maker: Always ready to buy and sell. Adjusts prices at each iteration while ensuring buy prices are lower than sell prices.
  • Traders:
    • One trader alternates between buying and selling.
    • The other trader can follow a strategy of your choice.

Simulation Flow:

  • The simulation runs in discrete time steps (iterations).
  • During each iteration:
    • The market maker updates prices.
    • Traders decide to either buy or sell.
    • The profit and loss (PnL) for each trader is updated accordingly.

Project Goals:

  • Simulate trading in a simplified stock market to observe market trends and dynamics.
  • Analyze the performance of different trading strategies and their impact on profits.
  • Experiment with adding more complexity, like multiple traders or smarter trading strategies.

Features:

  • PnL Tracking: Traders’ profits and losses are tracked and updated after every trade.
  • Market Maker Pricing: Dynamic pricing by the market maker based on trading conditions.
  • Data Export: Output key simulation variables into CSV for further analysis.

Advanced Options:

  • You can expand the simulation with more participants, smarter agents, and even create a dashboard to visualize market behavior.

Feel free to explore, modify, and test different scenarios to see how market dynamics evolve!

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A stock market simulator using multi-agent systems to analyze trading strategies.

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