Software Release Announcement: Evolutionary Agent-based Market Simulation Software (free alpha version)

Adaptive Modeler creates agent-based market simulation models for
analyzing historical prices of stocks, currencies or other market
traded securities. The agent-based model simulates a financial market
consisting of thousands of individual agents whose trading rules
evolve through genetic programming. The evolution of trading rules
combined with market pricing dynamics drives the agent population to
learn to recognize and anticipate recurring price patterns while
adapting to changing market behavior. The overall behavior of this
virtual market is the basis for trading signals.

For genetic programming researchers this application may be of
interest to study the evolution and behavior of genetic programs in an
agent-based (market) environment. Note however that the approach is
unconventional. Adaptive Modeler uses continuous retraining (in such a
way that every price is evaluated only once) and steady-state
breeding. Parameters such as population size, breeding frequency,
selection and replacement criteria and mutation rate can be configured
by the user.

Various population statistics can be followed in live charts including
histograms for wealth distribution, age distribution, genome size
distribution, genome depth distribution, etc. Also some crossover and
mutation statistics are available. A data export function is included
to export data for further analysis in other applications.

A free alpha evaluation version (no registration required) can be
downloaded at: http://www.altreva.com

Jim Witkam

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Relevant Pages

  • Re: Who was the worst president in you lifetime?
    ... a basic determinant of worth. ... That whole process is called the "market" for those pants. ... They set the max price. ... when you're discussing "tenent paying property taxes" it's a long term ...
    (rec.gambling.poker)
  • Re: Proof that neural nets work
    ... so would it be fair to say that if there is an input to stock prices ... that you are not using as an input to the neural net, ... Well, I am starting from knowing little about the stock market, going ... that cause or allow them to raise or lower the price. ...
    (misc.invest.stocks)
  • Re: Volume-Price Chart
    ... when "Jack" was just a mere sprat of 60 back in the 1940s... ... Do you mean some type of price "trend"? ... OK, let's stop for a second, and remember a simple fact: a "chart" ... previously in the market. ...
    (misc.invest.stocks)
  • Re: OT: Shoulda listened to Carter
    ... Import quotas lead to price hikes - and then when you then set price ... I was arguing against government intervention that causes price ... Of course prices will rise and fall naturally in a free market ... our most abundant energy source... ...
    (alt.guitar.amps)
  • Re: Tax refund checks
    ... on the speculation versus supply and demand ... The futures market is speculative, ... Actual delivery (or commitment to price) is involved net net once the ... This pertains to all futures, options on such, and all commodities, ...
    (rec.music.classical.guitar)