JLMSim: Overview
A general introduction to the JLMSim market simulator is presented in
Financial
Market Simulation in the 21st Century
JLMSim users specify the numbers of various kinds of market participants and specify their
characteristics using a JLMSim input file. The simulation then generates
six output files. This website contains the documentation necessary to prepare
the input file and interpret the output files. Listed on this page are the sample
input and output files provided in the download, along with links to associated
documentation pages. You can gain access to the detailed documentation using the links
on this page or the links on the navigation bar to the left. All input and
output files will be created in
C:\Program Files\JLMSimulator.
Note that the sample data found in the tables of this document are for
illustration purposes and may not exactly match the data in the example files
that you download.
The file
JLMSimInput for Case M23a NrS16NrIT8_1000_50_200NL -1.txt
presents an example of a JLMSim input file and the following link
provides documentation containing instructions for preparing it:
Input File Documentation.
A JLMSim simulation run produces six output files. Each of the following files includes an example of one such file along with a link to the documentation containing an explanation of its contents:
1 - Daily Reports
for Case M23a NrS16NrIT8_1000_50_200NL -1.xls
Sample file (Daily Reports for Case M23a NrS16NrIT8_1000_50_200NL -1trunc.xls) contains 50 days
of data
Case Output Documentation
2 - Estimates During Case M23a NrS16NrIT8_1000_50_200NL -1.csv
Estimates Output Documentation
3 - Order Impact Analysis for Case M23a NrS16NrIT8_1000_50_200NL -1 t GE 100.xls
Order Impact Output Documentation
4 - Parameters of Case M23a NrS16NrIT8_1000_50_200NL -1.xls
Parameters Output Documentation
5 - Trace file for Case M23a NrS16NrIT8_1000_50_200NL -1.txt
Sample file (M23a NrS16NrIT8_1000_50_200NL -1trunc.txt) contains 50 days of
data
Trace Output Documentation
6 - WhoDoesWhatIn Case M23a NrS16NrIT8_1000_50_200NL -1.xls
Sample file (WhoDoesWhatIn Case M23a NrS16NrIT8_1000_50_200NL -1trunc.xls)
contains 50 days of data
WhoDoesWhat Output Documentation