My first technical post for Macrocosm: using the gradients of an economic simulator to work out which questions the data can answer, before spending anything on calibration. Applied to the Brock-Hommes market model.

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

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