In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named
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system that meet the requirements well, which have been developed by the
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project. We have already developed the
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system called “
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system version 3.0” to solve problems of old
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systems. In version 3.0 system, trading process is modularized and universal market system can be easily introduced.
However,
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system version 3.0 only simulates the single brand futures market. The simulation of the plural brands and plural markets has been required by lot of users. In this paper, we proposed a novel
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system called “
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system version 4.0” to solve this problem of
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system version 3.0. We improve the server system, machine agents and GUI in order to simulate plural brands and plural markets in
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system version 4.0. The effectiveness of the proposed system is confirmed by statistical analysis of results of spot market simulation with random agents.
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