Bounded Rationality

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This diagram models a trading simulation environment focusing on the exchange of Ethereum (ETH) and USDT (Tether) between two simulated investors over a series of days. The core components involve pools representing the holdings of each investor in both ETH and USDT, alongside the current and previous prices of ETH expressed in USDT. The system tracks the passage of time through a "Day" pool, which influences the activation of various simulation events, such as price changes, trades, and decisions based on the price movements.

Sources within the diagram serve to either increase or decrease the price of ETH, simulating market fluctuations. These fluctuations are processed by converters to represent the act of trading between the investors and the market, influenced by specified triggers such as the reaching of certain price thresholds or particular days. Registers compute the percentage change in the price of ETH and other significant values, influencing the decisions made in the simulation, like when an investor should sell or buy based on their strategy. The trading outcomes and decisions are impacted by factors such as the passage of days, with special conditions for weekly events and isolated increases, simulating how external events or the arrival of new information might affect market prices.