Interbank FX, anyone?

[robthequant]

Perhaps a poor word choice on my part, I was trying to point out that you spent little time engaging in conversations about anything but your project or helping out folks with questions or even getting into innane pointless conversations....in short you didn't do what it takes to be considered part of the community but appear to expect you be treated like a member of the community. Again I'm not judging you, as I pointed out I'm an EE and for some of us that's learned behavior. I'm just letting you know how you're coming across to the neurotypical community which I think might be a bit of a surprise to you and I hope learning that will help you going forward.

Ok, I think you may be right on this one

 

[Sig]

Ok, I think you may be right on this one

If you're not already aware of them you might want to check out https://www.nuclearphynance.com/ and https://forum.wilmott.com/ Not nearly as active as here but much more hard core quant.

 

[TommyR]

i do have ebs but i dont use it for market making. if you call them (cme) up they will be very happy to sort out what you need. out of interest how did you train a market maker without access to the order book? did you train it playing itself like an adversarial bot. good luck

 

[GRULSTMRNN]

Lol

i do have ebs but i dont use it for market making. if you call them (cme) up they will be very happy to sort out what you need. out of interest how did you train a market maker without access to the order book? did you train it playing itself like an adversarial bot. good luck

 

[robthequant]

i do have ebs but i dont use it for market making. if you call them (cme) up they will be very happy to sort out what you need. out of interest how did you train a market maker without access to the order book? did you train it playing itself like an adversarial bot. good luck

Hi Tommy, good question. I wrote my own LOB simulator engine that takes full depth order book data that I collected on BTC futures. It executes a trade only when the level is breached (current bid < limit order bid). It doesn't simulate order queuing but I validated this execution against real account behavior, it estimates it pretty well - simulated equity curve is pretty close to the real account equity curve. I am doing training using neuroevolution.

 

[robthequant]

i do have ebs but i dont use it for market making. if you call them (cme) up they will be very happy to sort out what you need. out of interest how did you train a market maker without access to the order book? did you train it playing itself like an adversarial bot. good luck

You have ebs from CME? Can you tell me the software platform you're using?