A 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?
Ask HN: Anyone designs financial engineering tools as a hobby?
61–67 of 67 posts
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#62I 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?
#63Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#64Earlier quoted context omitted.
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.
Me too! I would like to chat
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#65Earlier quoted context omitted.
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!
Yeah, and the visual explaination part is actually just as important as getting the right results. For any complex system with financial impact there will always be people claiming that the output is wrong, so you need to be able to quickly and easily justify everything.
Re: Ask HN: Anyone designs financial engineering tools as a hobby?
#66Earlier quoted context omitted.
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!
And if you go back and modernise it, I'm still interested in Github links :D