• 09/2025: TwinMarket was accepted to NeurIPS 2025. See you in San Diego! 🌊
• 04/2025: TwinMarket won the Best Paper Award 🏆 at the Advances in Financial AI Workshop @ ICLR 2025.

TwinMarket is an innovative stock market simulation system powered by Large Language Models (LLMs). It simulates realistic trading environments through multi-agent collaboration, covering personalized trading strategies, social network interactions, and news/information analysis for an end-to-end market simulation.

• 🤖 Intelligent Trading Agents: LLM-driven, personalized decision-making
• 🌐 Social Network Simulation: Forum-style interactions and user relationship graphs
• 📊 Multi-dimensional Analytics: Technical indicators, news, and market sentiment
• 🎲 Behavioral Finance Modeling: Includes disposition effect, lottery preference, and more
• ⚡ High-performance Concurrency: Scalable simulation for large user populations
• 📈 Real-time Matching Engine: Full order matching and execution

# Configure your API and embedding models cp config/api_example.yaml config/api.yaml cp config/embedding_example.yaml config/embedding.yaml # Run the demo bash script/run.sh

Implement new strategies in trader/trading_agent.py:

def custom_strategy(self, market_data): """Custom trading strategy""" # Implement your strategy logic here pass

Add metrics in trader/utility.py:

def calculate_custom_metric(trades): """Compute custom metric""" # Implement metric calculation here pass

We welcome community contributions. If your paper uses TwinMarket, feel free to open a PR and add it here.

@inproceedings{yang2025twinmarket, title = {TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets}, author = {Yuzhe Yang and Yifei Zhang and Minghao Wu and Kaidi Zhang and  Yunmiao Zhang and Honghai Yu and Yan Hu and Benyou Wang}, booktitle = {The Thirty-ninth Annual Conference on Neural Information Processing Systems (NeurIPS)}, series = {NeurIPS}, volume = {39}, year = {2025}, url = {https://arxiv.org/abs/2502.01506} }

This project is licensed under the MIT License. See LICENSE for details.