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FiQuant Market Microstructure Simulator

The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure. It is developed at Chair of Quantitative Finance of École Centrale Paris

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The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.

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