I want to create a realistic looking stock exchange simulation with say 100 tickers. Can people give me some tips on how these stocks should best behave? Ie. adding/keeping some correlations (positive as well negative) between some of the stocks is one of the ideas. Appreciate any further good tips and ideas to make this behave as realistic as can be made in such a simulation.
Thanks for you information i do trading for stocks form beginner stay i am waiting for your next updates
you want to create a simulated exchange or simulated data? You can get a few days of real tick data for free and use that.
Ah, what? Are you sure you mean me? Man, I haven't even started yet and you already talk of some mysterious "next updates"
It'll never be the same, it'll be Random, the real market isn't random, just because you don't understand it, doesn't mean it's random.
https://www.oreilly.com/library/view/practical-time-series/9781492041641/ch04.html https://stackoverflow.com/questions/16024677/generate-correlated-data-in-python-3-3 add an auto arbitrager to keep things inline and allow orders/trades to impact prices first product could be odds this project ever starts