This repository contains research and simulations related to market spoofing using the ABIDES (Agent-Based Interactive Discrete Event Simulation) environment. The goal is to study and detect spoofing behavior in financial markets through various sophisticated agent ddesigns, exchange modifications and controlled experimentations.
- Progress Logs to track all commits.
- Video Walkthrough of final poster as submitted to DSAI, IIT Madras.
Market spoofing is a form of market manipulation where traders place orders with the intent to cancel them before execution, creating a false impression of demand or supply. This project aims to simulate and analyze such behaviors using the ABIDES simulation environment.
- abides
- research-notes
- submissions
- ddp-thesis
- journal-manuscripts
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Clone the repository:
git clone https://github.com/yourusername/spoofing-research.git cd spoofing-research -
Install the required dependencies:
pip install -r abides/requirements.txt
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Read research-argument to understand the project.
- To run simulations, refer to abides-cli-commands