Simulation Data Inputs

Type

Simulation data inputs refer to the specific datasets, parameters, and initial conditions fed into a computational model to conduct simulations of market behavior, protocol performance, or trading strategies. These types include historical price series, volatility surfaces, order book depth, and network transaction data. For agent-based models, inputs also encompass agent behavioral rules, risk appetites, and capital allocations. The chosen inputs define the scope and realism of the simulation. This foundational data drives the model’s output.