The object of The Market Game is to show how a perfectly level playing field generates an asymmetric distribution of wealth, a phenomenon first observed by Vilfredo Pareto in 1906 which became known as the Pareto principle or 80/20 rule.

This first demonstration is modeled after a simple poker game. Each player starts with the same bankroll and bets the same amount on every hand. There is no skill built into the model, each hand is decided by chance using the software's random number generator.

Kelly strategy. Depending on the combination of inputs you chose, the Market Game will behave quite differently. For example, if the bet size is large many losers shows up quickly but as the winners accumulate capital it is very difficult to bankrupt them. This is is in accordance with the Kelly strategy