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I'm looking for references with codes for trying out simple agent-based simulations for modeling financial markets. I mostly worked with MATLAB and R, but I know a bit of python and I am learning C++ slowly... so, ideally, something along those lines would be great.

Again, it doesn't need to be complete, perfect or deal with absurdly complicated cases. I remember having looked at a website from an expert in the field who had some MATLAB codes for just this, but I can't remember what's the website or who wrote it.

EDIT I just remembered: Blake Lebaron has just this for some cases. But if anyone has further readings or references with example codes, I'd be happy to have them.

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