This agent-based stock market simulator, which was originally programmed in NetLogo and later moved to R, captures the behavior of the market in a statistical sense. Which is to say, it shows how multiple traders following logical strategies can add up to a whole lot of randomness and unpredictability. Also known as autoregressive conditional heteroscedasticity and/or generalized autoregressive conditional heteroscedasticity, if I remember my statistics class correctly. But the article does not go into that.