I am developing Crypto analytic tool. It's like the fund, analyze your portfolio, show potential gaps and currency there you can invest. So you need to make an investment decision, the platform only shows information and analytics.
Ask HN: Anyone designs financial engineering tools as a hobby?
31–40 of 67 posts
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#32At 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 per…
I also had a previous job doing exactly that... but it was an billing / accounting system at a print company. Certain large customers (a bank, an airline) had contracts where they would order large batches of printed forms, luggage tickets, sick bags, etc, at some negotiated quantity / price (taking into account the size of the print run, our capacity at the time, etc.). We (the print company) would then print it and…
It is the interesting idea to make this tool as generic as possible! Like a framework for matching different types of events based on some rules + a visual explanation for any chain of matched events. Perhaps I should think about this idea. Thanks!
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#33I 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…
Count me in, would love to get on a discord server or IRC channel.
edit: sorry, should point out I've been doing the same for a while and have hit some challenges I'd love to discuss.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#34I used to.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#35I made some resource management tools that helped me in MMORPG's (ex EVE, WOW) and they had potential for real-life usage. There was also a episode in my life where i tried to predict random using simple neural nets in roulette, lottery and some stock markets. Fun thing to do but time-consuming.
Both of these sound incredible cool, is there a Git repo to check out or something?
Resource management tool was made before git when SVN was a thing so im more than sure that it doesn't exist anymore.
That neural net thing may still be alive, but buried deep on my workstation. I'll look for it and publish it on git eventualy.
There is also particle swarm optimization lib i made for it here:
https://github.com/CreoOne/ParticleSwarmOptimization
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#36A bit different from what most financial engineers are interested in, but I'm in the process of developing a linear programming model for the US tax code so you can do long term tax optimizations based on your financial profile and goals. It was a lot harder than I anticipated but got a PoC working recently. Ugly landing page at https://smarterpath.co
Signed up! Your site doesn't look that bad - I actually like the layout. If you don't mind sharing, what did you use to create the landing page?
Doesn't anyone use the "View Source" option in browsers? It's WordPress.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#37I’ve been writing algorithmic trading software and back testers as a hobby for a couple years now, and what surprises me most is how it is possible to have decent profits without mad financial skills. The trick is good quality data and a couple spare hours a week! A rooky mistake I have made is losing too many days trying to hack myself a good source of data, so I can only recommend paying a few bucks for a reliable one. You can definitely have a good time (while making money) with basic swing trading algorithms and a bunch of historical end of day data like https://www.gourgane.io
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#38I’ve been writing algorithmic trading software and back testers as a hobby for a couple years now, and what surprises me most is how it is possible to have decent profits without mad financial skills. The trick is good quality data and a couple spare hours a week! A rooky mistake I have made is losing too many days trying to hack myself a good source of data, so I can only recommend paying a few bucks for a reliable…
Is there any way you can give more details on...
Where you trade? What sort of trades? How much capital to start doing something like this?
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#39I made some resource management tools that helped me in MMORPG's (ex EVE, WOW) and they had potential for real-life usage. There was also a episode in my life where i tried to predict random using simple neural nets in roulette, lottery and some stock markets. Fun thing to do but time-consuming.
Both of these sound incredible cool, is there a Git repo to check out or something?
Actually You made me think about going back to it. Thanks!
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#40I'm the odd one out. I've been writing automated trading software since 2007 as a hobby. However, I'm not looking for a job doing that. 1) It's profitable enough to do it on my own. 2) I have a gig right now doing time series analysis for a company that isn't financial, which imho is just as fun (if not more), but has a bit more potential to benefit the world. 3) When I get a job doing a hobby it has the potential to…
What platform do you trade on? Do you use a broker or trade directly on an exchange?
Interactive Brokers. If you're in the US, I can't recommend them enough.