Hi all,
is there anyone able to give me some indications about R and agent-based modeling? 
I am looking forward to build an agent-based model of a simple stock market for my master thesis to evaluate the effect of high-frequency trading activity.

In  very general terms  it may go as follows:

1) create two different kind of agent, i.e. high-frequency traders and value-investors, each one with its own trading strategy

2) the two category of agents interact and this provoke stock price fluctuations

Since I took a course on R and I am quite familiar with it (at least to make time series analysis), I was wondering whether it could be possible to use R to this purpose.
If, to your knowledge, there exist some specific book or some already existing model that use R to create agent-based model of financial markets, I will be very willing to take a look at them. 

I am really sorry if this is not the right place to ask for this kind of question. 
I am not able at this very moment of my work to give you any reproducible code for example since I don’t even know if it is possible to use R for this kind of work.

thanks and best regards,
Simone Gogna
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