2D Financial Bubble — Agent-Based Market Simulation

Where the 3D Financial Bubble models boom-and-bust as a top-down system of coupled equations, this 2D companion builds the same phenomenon bottom-up: a real population of fundamentalist and momentum trader agents, each with its own sensitivity, submits genuine buy/sell demand every tick, and the price simply is the net of that order flow. Traders continuously compare how well each strategy has actually been paying off and switch camps — so when momentum traders start winning, more agents imitate them and the trend feeds on itself, and when the price gap from fundamental value gets large enough, fundamentalists start winning instead and pull the market back down. The resulting boom-mania-crash cycle is a genuine emergent property of the switching population, not a scripted curve.