  A new space-time model for interacting agents on the financial market is
presented. It is a combination of the Curie-Weiss model and a space-time model
introduced by J\"arpe 2005. Properties of the model are derived with focus on
the critical temperature and magnetization. It turns out that the Hamiltonian
is a sufficient statistic for the temperature parameter and thus statistical
inference about this parameter can be performed. Thus e.g. statements about how
far the current financial situation is from a financial crisis can be made, and
financial trading stability be monitored for detection of malicious risk
indicating signals.
