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This paper presents an agent based model of an electronic market with twotypes of trading agents. One type follows a mean reverting strategy and theother, the speculative trader, tracks the maximum realised return over recenttrades. The speculators have a distribution of returns concentrated on negativereturns, with a small fraction making profits. The market experiences anincreased volatility and prices that greatly depart from the fundamental valueof the asset. Our research provides synthetic datasets of the order book tostudy its dynamics under different levels of speculation

A simulated electronic market with speculative behaviour and bubble formation