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agent-based-models

Towards Evology: A Market Ecology Agent-Based Model

A workshop paper introducing Evology — an empirically calibrated agent-based model that treats US equity mutual funds as an ecology of competing strategies.

Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search

A workshop paper using Evology — a calibrated market-ecology agent-based model — as a training environment to search for trading strategies.