marketxtradermodel

A python package providing an implementation of the graph-based market model described in [BHKR09].

It specifies a trader model and includes functions to adapt NetworkX directed graphs into trader networks and to evolve these systems over time.

Note that this is not the code used to produce the results in [BHKR09], but a re-implementation of that model.

Status

Alpha: Currently under development and testing.

Example

>>> import marketxtradermodel as mxtm
>>> import networkx as nx
>>> G = nx.fast_gnp_random_graph(1000,0.0025,directed=True) # Build a random graph.
>>> _ = mxtm.utilities.populate_graph(G) # Change integer nodes to Traders
>>> prices = mxtm.simulate_prices(G,range(10)) # Run 10 simulation steps, measuring market price.

License

Released under Apache 2 license (See LICENSE):

Copyright 2017 Lukas Ahrenberg <[email protected]>

References

[BHKR09]

A social network model of investment behaviour in the stock market by L Bakker, W Hare, H Khosravi, B Ramadanovic - Physica A: Statistical Mechanics and its Applications, 2010, https://doi.org/10.1016/j.physa.2009.11.013