Source for the marketAgent R package

22 May 2016

I recently gave a talk at the R in Finance conference in which I introduced the marketAgent package for R.

Here is the source for the package if you’d like to play with it: marketAgent_0.000.tar

I’ll be giving more details of the talk real soon now.


Update:  The Portfolio Probe website now has a blog post on the conference.  And here are the slides for my talk.

2 replies
  1. Marcin Kosinski says:

    Hey, this post have appeared on R-bloggers from which I have learned and experienced nothing. Probably you could improve your post with a link to presentation? Or probably you could provide a link to your package source code on GitHub or could present a simple usage/use case of this package?

    I am a bit disappointed that such `twits` appear on R-bloggers.

  2. Rob Steele says:

    A year late seeing this but…

    Maybe make agents differ in the time scale they care about? Then make them all converge to the short term on really big news? In normal times you have investors and traders and HFT but in crises everyone is a trader.


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