I enjoy doing this stuff but it's tough to find others with similar interests since I moved to the boondocks many years ago although it's super easy to find people looking for financial engineering jobs.
Ask HN: Anyone designs financial engineering tools as a hobby?
1–10 of 67 posts
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#2I just made a visualization tool recently.
scatterstocks.com
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#3I was sort of forced into double entry accounting as a youngin, and have been meaning to do a) a local sqlite general ledger/accounting system and b) maybe extend that db beyond local, into Apple grade territory with FoundationDB.
Hit me up if you're a VC funded by the US with huge amounts of cash.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#4I just made a visualization tool recently. scatterstocks.com
Nice. Seen anything interesting with your tool other than the amazon observation? You should update your resume with this, scatterstocks.com. The autocomplete feature isn't working with Firefox Quantum(60) on Windows 10.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#5This sounds interesting, do you have any examples of your projects?
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#6I just made a visualization tool recently. scatterstocks.com
That's a really neat site!
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#7No, but I appreciate people who do.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#8At one on the previous jobs I wrote a tool which takes a list of bonds/equities trades and ties buys and sells in order to count PnL. The idea was any sell should be connected with one or several buys/repos. Like, I sell 100 bonds , so I should take them from 5 buys in correct order (FIFO).
It seems easy to do this but there are tricky operations like REPOs when you have to 'borrow' papers from a reversal REPO to perform a sell or REPO operation. Then you should close this hole with a next papers arrival. I wanted to attach some web interface to visualize these crazy buys-sells-repos chains but at some moment I left that company.
I want to rewrite that tool as a side project but not sure if it would be helpful for anybody.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#9It's more a portfolio tracker than a financial engineering tool but I have been thinking about adding some correlation / variance measurement to optimize portfolios, see the blog:
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#10I just made a visualization tool recently. scatterstocks.com
Super cool