market-simulation

Experimental scenario analysis for real-life events forecasting with Codex or Claude

Gymnasium trading environment for FX and crypto: backtrader execution bridge, protected SL/TP orders, solvency curricula and audit-grade trade diagnostics

DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the paper 'TRADES: Generating Realistic Market Simulations with Diffusion Models'.

Dont guess. Simulate. Multi-agent market prediction engine.

High-performance C++ matching engine with unified market simulation, live market data streaming, and a browser-based dashboard

End-to-end RL trading framework with PPO agent, self-attention neural network, custom Gym environment, and advanced backtesting.

Rust Market Simulation Library with a Python API

面向 LLM 交易 Agent 的抗污染回测、确定性回放与训练轨迹生成，支持 A 股研究｜Leakage-resistant backtesting, deterministic replay & training trajectory generation for LLM trading agents, with A-share data

MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series

A back-tester for testing stock trading strategies on historical data

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

Energy market backtesting framework for European power trading. Purpose-built for DA auctions and intraday continuous markets with 15-minute MTU support. Write once, run in backtest, paper, and live modes without code changes.

{Frontend/Backend} Simulate stock trading and investment strategies with real-time data and portfolio management features.

SHS: Signal Herding Strength ABM for studying prediction-market signals and trader herding

SHS: Signal Herding Strength ABM for studying prediction-market signals and trader herding

Agent-based market adoption simulator with Bass diffusion model and JTBD analysis

Prediction-market agent arena for AI agent evaluation, paper trading, practice rounds, contests, and leaderboard-based battle testing.

Code for paper "Gradient-assisted calibration for financial agent-based models"

Interactive crypto market simulator that demonstrates how news, panic, and investor psychology can affect price movements.

TALON: A C++ deterministic event-driven framework for latency-aware agent-based limit order book simulation. Features global discrete-event scheduling, independent instrument clocks, and a shadow LOB to prevent look-ahead bias.