I second Peter Carl's comments (below).  Particularly this one:
> I haven't done any work on the Minority Game, per se, and I'd be interested in 
> learning more about it.  Do you have any favorite references?


In any case, I am interested in your thoughts and ideas with respect applying a minority game perspective to markets and market data.  I can imagine a number of possible mechanisms for predicting shifts in the patterns of majority/minority behavior over time in response to ongoing market experiences.

I have not looked at the question of processing binary data in R, but I'm sure that it would not be all that difficult to make it happen in a couple of ways if there are no extant R routines that meet your needs.   If there is a compelling reason to stick with R as the simulation platform, my personal preference would be a combination of Python and R using RPy or RSPython.  Creating an R extension using C to do the binary processing, or incorporating some existing C libraries shouldn't be too tough if that seems appropriate.  (I'm not sure that R is an ideal platform for agent-based modelling, but perhaps someone will prove this notion wrong.)  However, there is quite a bit of mechanical overhead in building agent-based simulations, and that may be best addressed by using a specialized package.  I see that that the Repast system actively supports connectivity with R and also seems to be under active development, but all I know about Repast is what I read on the website.
http://repast.sourceforge.net/

Dan Rie
Portfolio Intelligence, Inc.
Scituate, MA


On Tue, 18 Nov 2008 at 11:52 AM,  Peter Carl <peter@braverock.com>
wrote:
> On Friday 14 November 2008 12:39:44 pm Michael Sankowski wrote:
>> Has anyone here done any work on the Automatic Stock Market or the 
>>Minority
>> game?  I've started building a Minority game and have been surprised at how
>> fast it is going.
>>
>> I would be interested in talking about building the minority game - it is
>> agent modeling of stock market prices.  To this end, I've built most of the
>> game already.
>
> I haven't done any work on the Minority Game, per se, and I'd be interested in 
> learning more about it.  Do you have any favorite references?
> 
> I note that NetLogo, which is an agent-simulation software program maintained 
> at Northwestern, provides an implementation of the Minority Game. See:
> http://ccl.northwestern.edu/netlogo/
> http://ccl.northwestern.edu/netlogo/models/MinorityGame
> 
> pcc
> -- 
> Peter Carl
> 145 Scottswood Rd
> Riverside, IL 60546
> 312 307 6346




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