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    Home > Scripts > E-Commerce > Catalogs

    Order book Simulation

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    Category:         		Dimitri Shvorob | More scripts
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    Matlab
    November 7th, 2009, 14:49 GMT
    C: \ E-Commerce \ Catalogs

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    Order book Simulation description

    This is an artificial stock market simulation

    This is a set of classes that can be used to simulate operations of an exchange order book allowing limit and market orders.

    Requirements:

    · MATLAB 7.7 or higher

    Limitations:

    · Limit orders are not crossed with one another.



    TAGS:

    		 order book | market simulation | market limit | market | simulation | order

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