抄録
We present a three bodies trading model in markets for a numerical simulation of financial markets. It has three different type agents who correspond to daytraders, market-makers, and investors. Market dynamics can be explained as the result from market participants acting. The model analyzed all trades by non-statistical and non-stochastic approach: calculating interactions among three agents. Practically we develop a computer scheme with combining the presented model and generic algorithms[1]. We show the scheme is able to simulate major stocks in Tokyo Stock Exchange accurately. The scheme can simulate not only the price movement, but also the volume series simultaneously.
