norwegianblueparrot/marketsimulatr: A Package For Simulating A Continuous-Time, Stochastic, Double Auction
This package implements a simple continuous-time, stochastic, double auction. Market and limit orders are submitted (and cancelled) randomly. If market orders cannot be filled, a market maker intervenes.
Getting started
Browse package contents
Package details |
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| Author | Scott McDonald |
| Maintainer | Scott McDonald <mcdons22@gmail.com> |
| License | file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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