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File size: 1,459 Bytes
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name: Basic Execution
level: 1
agents:
- name: Avellaneda-Stoikov Trader
type: AvellanedaStoikovModel
count: 2
parameters:
- gamma: 0.1
k: 40.0
base_size: 200
sigma: 0.02
n_levels: 5
- gamma: 0.05
k: 60.0
base_size: 150
sigma: 0.02
n_levels: 5
- name: Fundamental Trader
type: FundamentalTrader
count: 2
parameters:
- fundamental: 100.0
threshold: 0.02
max_order: 100
- fundamental: 100.0
threshold: 0.05
max_order: 200
- name: Noise Trader
type: NoiseTrader
count: 8
parameters:
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
- arrival_rate: 0.2
market_order_prob: 0.1
base_size: 10
sigma: 0.02
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