tasq/node_modules/agentdb/simulation/scenarios/README-basic/stock-market-emergence.md

810 B

Stock Market Emergence Simulation

Overview

Multi-strategy traders with herding behavior, flash crashes, and adaptive learning in a simulated market.

Purpose

Study emergent market dynamics through multi-agent interactions, demonstrating complex adaptive systems.

Operations

  • Traders: 15-25 agents
  • Strategies: Momentum, Value, Contrarian, Random
  • Market Events: Flash crashes, herding, bubbles
  • Adaptation: Learning from profit/loss

Results

  • Throughput: 2.77 ops/sec
  • Latency: 351ms avg
  • Market Efficiency: 68%
  • Herding Events: 12% of trades
  • Avg Trader Profit: +3.2% (top quartile)

Applications

  • Algorithmic trading research
  • Market microstructure studies
  • Risk management systems
  • Behavioral finance modeling

Status: Operational