Financial Market Simulation Documentation

Financial Market Simulation Documentation
Financial Market Simulation Documentation
	Date: 22 December '2010 Version: v1.4
Contents Introduction Copyright & license Contact information See also: About "Sector-37" project Introduction This project is dedicated to developing a simulation of the financial and stock market using multi-agent approach. This is often also called Virtual Artificial Stock Market. In brief, that means we create thousands of traders, give them different amounts of money to start with, different decision making strategies, distribute all shares among them and put them in a virtual market to see how they will act. Sort of an artificial life with several purposes: Learn how different economic parameters are interconnected in a stock market. Lear how different combinations of traders' strategies effect market as a whole. Find main factors that can influence market collapses. It may be actions of main traders, change in macroeconomic parameters or bad news. Find optimal strategies for traders and investors on financial market. Learn to predict real market prices and indexes The original idea was given to me by Dr. Viktor Romanov from the Plekhanov Economic Academy in Moscow. This application was originally created for my diploma work, I plan to continue my research in this field and defend another work based on it to get a degree called "Candidate of Technical Sciences" (something between a Master and a Doctor in the western educational system). This documentation contains various documents regarding this project. I published it all because I want FIMAS to attract other develops and researchers who want to conduct experiments on a virtual market. FIMAS is a open platform, which contains a lot of predefined market participants and common strategies. But most important of all, it allows users to create their own strategies, add their own scenarios and create new graphical representations of market data with the help of a built-in Object Pascal Scripting Language. This project is completely free and open source! You can download a binary distribution and full source code at the official web site. Enjoy and don't hesitate to contact me if you have questions! Copyright & license All units are Copyrighted (C) 2004-2008 by Alexander Federyakov (aka Da Stranger) under the GNU General Public License Version 3.0 with the following exceptions: 1) If you used this unit or any part during the development of your software, please send me an e-mail to datarget@_#please_no_spaam#_mail.ru with a link to your homepage or to a page, where your soft could be downloaded. This is a request for free and open source software and a must for any form of commercial products. 2) You should also state in the appropriate place of you software that you used this unit or any part of it during the development of your software, name the author (Alexander Federyakov aka Da Stranger) and place a link to http://fimas.sf.net . 3) I have the right to change the license for all future versions of this unit and all other units and projects, which are based on it or use it in any way. 4) I am not obliged to publish the source code of any future versions of this unit and all other units and projects, which are based on it or use it in any way. A local copy of the GPL license can be found here. This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See theGNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/gpl-3.0-standalone.html . Contact information If you find any bugs, have suggestions or anything else you can contact me (Alexander Federyakov also known as Da Stranger): Project web site: http://fimas.sf.net Personal web site: http://www.dastranger.ru/ E-mail: dastranger@_#please_no_spaaaam#_mail.ru Phone: 8-916-661-5214, 8-495-300-10-75 ICQ: 293-963-070 Skype: da_strange_dude MSN: da_strange_dude@_#please_no_spaaaam#_hotmail.com Also, I can be contacted through GLScene newsgroups or Russian GLScene portal About "Sector-37" project I'm was also involved in the "Sector-37" project. You can get more information about the project at http://www.sector-37.com/english/ .