Ask HN: Anyone designs financial engineering tools as a hobby? • Hacker News Board

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#11

Post by AndHeiberg » Thu, May 17, 2018, 8:49 AM UTC

I don't generally, but I've been hacking away at the infrastructure for high frequency trading crypto currencies for a while.

I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services.

But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positives in my original system.

It's pretty interesting, but I haven't had the time to work on it recently. Plus the increased efficiency of the markets has made arbitrage trading a lot less desirable in 2018.

I would be happy to discuss it with like minded people.

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#12

Post by TomMarius » Thu, May 17, 2018, 9:25 AM UTC

AndHeiberg wrote: post #11

I don't generally, but I've been hacking away at the infrastructure for high frequency trading crypto currencies for a while. I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services. But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positi…

What about smaller altcoins, is it the same?

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#13

Post by danielecook » Thu, May 17, 2018, 9:29 AM UTC

I'm currently developing a python wrapper for the IEX API:

https://github.com/danielecook/iex-api-python

(work in progress)

I plan to integrate it into a larger project.

I'm coming from a biology/bioinformatics background - so I don't know too much about finance but this is my effort to learn about it.

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#14

Post by dgranda » Thu, May 17, 2018, 9:31 AM UTC

I am not sure if it matches what you are looking for, but backtrader [1] is a nice tool for trading strategies, worth a try.

[1] https://www.backtrader.com/

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#15

Post by DutchKevv » Thu, May 17, 2018, 9:59 AM UTC

https://coinpush.app

https://github.com/DutchKevv/TradeJS

Under heavy development and simplified. Removed the trading bots part and focusing on realising 'social overview + price alarms' for now.

Only check on chrome svp

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#16

Post by davidhyde » Thu, May 17, 2018, 10:01 AM UTC

catchmeifyoucan wrote: post #2

I just made a visualization tool recently. scatterstocks.com

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Firefox on windows 7 IE does not work either

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#17

Post by adius » Thu, May 17, 2018, 10:07 AM UTC

I'm working on a (h)ledger replacement and have already a working version. Hope to release it in a few weeks.

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#18

Post by brennebeck » Thu, May 17, 2018, 10:17 AM UTC

AndHeiberg wrote: post #11

I don't generally, but I've been hacking away at the infrastructure for high frequency trading crypto currencies for a while. I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services. But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positi…

This sounds interesting. I’d be interested in hearing/seeing more, if you want to share.

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#19

Post by loxs » Thu, May 17, 2018, 10:47 AM UTC

adius wrote: post #17

I'm working on a (h)ledger replacement and have already a working version. Hope to release it in a few weeks.

Interesting, doing the same in OCaml right now

Re: Ask HN: Anyone designs financial engineering tools as a hobby?

#20

Post by isaiahg » Thu, May 17, 2018, 11:13 AM UTC

I guess it's a hobby right now but I hope it's not eventually.

Can i just say that I wish there was some kind of repository of information for drawing charts. And there are so many different kinds of financial charts that's it's a bit intimidating.