  We discuss a method for predicting financial movements and finding pockets of
predictability in the price-series, which is built around inferring the
heterogeneity of trading strategies in a multi-agent trader population. This
work explores extensions to our previous framework (arXiv:physics/0506134).
Here we allow for more intelligent agents possessing a richer strategy set, and
we no longer constrain the estimate for the heterogeneity of the agents to a
probability space. We also introduce a scheme which allows the incorporation of
models with a wide variety of agent types, and discuss a mechanism for the
removal of bias from relevant parameters.
