The book discusses how agent-based modeling can be used to understand financial markets like the Nasdaq Stock Market. By treating markets as complex systems, the book shows how interactions between participants, institutions, and rules shape market behavior. The research explores the impact of decimalization on the Nasdaq market in 2001, analyzing strategies used by market-makers and investors, as well as the effects of regulations. The findings reveal similarities between simulated market behaviors and real-world observations, such as fat tails and spread clustering. The book also offers predictions on the outcomes of decimalization and provides a framework for calibrating market behavior to historical data.