Market Simulation
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Need to create a stock market simulation with normal rational investors that place and execute orders on a random basis. Additional I should include a spoofer (someone that tries to manipulate the market prices, using spoofing) and show the reactions.
I was recommended to program this with R.
Is that even possible or do you have any other recommendations for programs?
It's for my thesis.
>>1381062
Give us more detail on what you need and what you are exactly studying with your thesis. You wanna make a simulation that shows the effects of spoofing when compared to the regular market?
My intention is to show the effects of spoofing and then give a solution, how the regulators can detect spoofers automatically.
In a first step, I will have to simulate a stock market with about 10 normal investors and one spoofer.
I was just wondering if it's even possible to create such simulations with R, since I've only used it for econometrical analysis.
And how much knowledge is required to create such a simulation, because atm I'm still pretty much a noob in R.
>>1382847
>http://www.nanex.net/NxResearch/
Beat you to it mate
