pmarket interactive simulation

PMKT>

Arena

Agents

Speed 1.00x / 80 ms

run idle

rows 0 / 0

next shock n/a

Run artifact Condition Rows Upload JSON

Baseline Variant Variant agents

price 0.000

bid 0.000

ask 0.000

truth 0.000

error 0.000

volume 0

spread 0.000

tick 0

last 500 Span

Tick Speed

Interventions

Scenario

Preset Agents Ticks Seed Playback ms

Population

Rational

Trend

Panic

Arbitrage

Noise

Market

Activation

Liquidity

Impact

Noise

Shock tick

Shock size

Trader distribution

Active cohorts

rational 0

trend 0

panic 0

arbitrage 0

noise 0

Simulation metrics

Risk and PnL

State

Market host

Pressure

Pressure ladder

Order-flow tape

Run

condition: ready
agents: 0
rows: 0
source: live-ready

Library

Scenario Name Replay

no script armed

select a scenario to inspect expected market effects

Capture

Record Window

Beginner tutorial

Start with Sim and the Act tab.

Press Run live sim, watch price versus truth advance tick by tick, then queue a trader group or news shock while the arena is running. The chart shows whether the move is absorbed, amplified, or corrected by arbitrage.

Read the tape left to right.

The top metrics show the latest market state. The price pane shows probability, the lower bars show volume, and colored vertical marks show shocks or interventions.

Advanced users

Use Setup for controlled experiments.

Change population mix, liquidity, impact, noise, seed, and run length before starting a fresh arena. Use the span control to inspect dense simulation output.

Use Run for evidence capture.

Load scenarios, download replays, export JSON or CSV, and compare presets. The Flow and Agents tabs explain which cohorts are driving pressure, stress, PnL, and dislocation.

Keyboard

LeftRight

previous or next tick

ShiftLeftRight

jump ten ticks

HomeEnd

start or latest tick

SpaceF

play or pause, toggle follow latest

-+

slower or faster tape

MCH

market view, chart view, help

About

Prediction Market Simulation Arena

A reusable simulation arena for studying trader composition, information shocks, liquidity stress, arbitrage capacity, and market convergence.

Author: Chuan August Sun
Affiliation: Lucidity Fieldworks
Email: august.csun@gmail.com