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Market Rev 8.0 rev 01, 16 August 2006, by Ralph Abraham and Dan Friedman.
This is the baic version of a NetLogo model for financial markets. Further background may be found at www.vismath.org/research/landscapedyn.
This revision has no "climbrate" slider. Instead, it has a "u-step" chooser. This sets the number of substeps in a step. The reciprocal of u-steps plays the role of climbrate.
The "frequency" chooser determines how many steps in a year. The "u-steps" chooser determines the number of substeps in a step. Each manager's choice of strategy, u, is updated at the end of each substep. Then, each manager's portfolio worth, z, is updated at the end of each step.
Many thanks to Uri Wilensky for his cleverness and industry, and to the NSF for support.