Macroeconomic model reference
Financial Market Microstructure ABM Model
How do heterogeneous trading strategies, leverage constraints, and order-book mechanics generate the statistical regularities of financial markets -- volatility clustering, fat-tailed returns, flash crashes, and liquidity spirals -- from the bottom up?
Agent-based models · Interactive graph
Financial Market Microstructure ABM graph: parameters, shocks, and readouts
Use the Financial Market Microstructure ABM graph to move parameters, inspect shocks, and read the model outputs that change.
Macro by Mark
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