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Show HN: Trading Exchange Engine/Simulator

5 points by martinmayer 4y ago

The qmrExchange project is an open-source financial markets exchange simulator that realistically mimics all the main components of modern trading venues. It allows us to test and quantify the behavior of different agents in a laboratory and isolated environment without the high noise-to-signal ratio that is otherwise unavoidable in live settings. By creating a completely functioning trading venue whose access is only granted to a finite and known number of agents or trading algorithms, qmrExchange enables analyzing causation and quantifying the impact of each agent in a way that is otherwise unfeasible.

breck 4y ago
This is really interesting. Have you thought about a GUI for dummies? I wanted to do something like this, but I approached from a different angle of GUI first (https://simoji.pub/#simoji%0A%20question%20What%20is%20the%20effect%20of%20ideas%20vs%20ideas%20with%20revenue%3F%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%94%96%0A%20%20comment%20person%20with%20an%20idea%0A%20%20onTick%0A%20%20%20jitter%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%20comment%20peron%20with%20an%20idea%0A%20%20%20that%20is%20making%20money%0A%20%20onTick%0A%20%20%20jitter%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%0A%20%20onTick%20.1%0A%20%20%20jitter%0A%20%20onTick%20.1%0A%20%20%20turnToward%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%20%20move%0A%20%0A%20%0A%20size%2010%0A%20insert%20200%20%F0%9F%91%A8%E2%80%8D%0A%20insert%2030%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%94%96%0A%20insert%203%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%0A%20 https://simoji.pub/#simoji%0A%20question%20What%20is%20the%2...). I obviously don't have the faintest clue about the actual algos at work in an exchange simulator. I'm more of a CSS guy. Drop me an email (breck7@gmail.com) if you ever want to chat.
- martinmayer 4y ago
  Brek, I've thought about that, but I wanted to narrow de scope of the first version in order to have something working as useful as soon as possible. I would love to keep on developing this project and transform it into a hosted engine where algorithms can interface via an API and Websockets. It could be interesting for university competitions, or even for interview screener at prop firms. A screening process could consist on receiving an exchange with N agents that behave in X way, and your task is to come up with an interesting idea for beating said algorithms.

5 points by martinmayer 4y ago

breck 4y ago

This is really interesting. Have you thought about a GUI for dummies? I wanted to do something like this, but I approached from a different angle of GUI first (https://simoji.pub/#simoji%0A%20question%20What%20is%20the%20effect%20of%20ideas%20vs%20ideas%20with%20revenue%3F%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%94%96%0A%20%20comment%20person%20with%20an%20idea%0A%20%20onTick%0A%20%20%20jitter%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%20comment%20peron%20with%20an%20idea%0A%20%20%20that%20is%20making%20money%0A%20%20onTick%0A%20%20%20jitter%0A%20%0A%20%F0%9F%91%A8%E2%80%8D%0A%20%20onTick%20.1%0A%20%20%20jitter%0A%20%20onTick%20.1%0A%20%20%20turnToward%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%20%20move%0A%20%0A%20%0A%20size%2010%0A%20insert%20200%20%F0%9F%91%A8%E2%80%8D%0A%20insert%2030%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%94%96%0A%20insert%203%20%F0%9F%91%A8%E2%80%8D%F0%9F%92%BC%F0%9F%92%B0%0A%20%0A%20 https://simoji.pub/#simoji%0A%20question%20What%20is%20the%2...). I obviously don't have the faintest clue about the actual algos at work in an exchange simulator. I'm more of a CSS guy. Drop me an email (breck7@gmail.com) if you ever want to chat.

martinmayer 4y ago
Brek, I've thought about that, but I wanted to narrow de scope of the first version in order to have something working as useful as soon as possible. I would love to keep on developing this project and transform it into a hosted engine where algorithms can interface via an API and Websockets. It could be interesting for university competitions, or even for interview screener at prop firms. A screening process could consist on receiving an exchange with N agents that behave in X way, and your task is to come up with an interesting idea for beating said algorithms.