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Gallery
Heterogeneous Market
Lux·Marchesi·lite — emergent volatility clustering
Parameters
Price speed κ
0.0040
Switching rate
0.020
Fundamental
100.0
Noise
0.40
Traders
300
Reset Market
Live Market
Price
100.00
Fundamental
100.00
Volatility (σ)
0.000
Chartist : Fund.
0.50
Last return
0.00%
Kurtosis (excess)
0.00
Legend
Fundamentalists
Chartists
Size ∝ wealth