A Simple Simulation of Stock/Bitcoin Market.

N Agents

Fix \(δ_i\), find \(L_i = L(δ_i)\)
\(L(δ) = C * Γ(\frac{δ}{C_0}; k=7.5, θ=1)\), where \(C=10\)
sample \(α\) from \(Γ(2, 2)\)
sample \(α_0\) from \(\text{Uniform}(-α, +α)\)
find n from equation \(n \frac{α+α n}{2} = δ\)
create \(2n\) non-overlapping relays \((α_0 - n α, α_0 - (n-1) α)\) …
Initialize relays:
- if \(α_L ≥ 0\), relay = 1
- if \(α_L < 0\), relay = 0