InterDyne Documents

The InterDyne Simulator - Documents

A draft InterDyne User Manual is available; this provides an introduction to the basic features of InterDyne:

• Link to the draft InterDyne User Manual, 2016

The following working paper illustrates how InterDyne's dynamic interaction model can be used to gain in-depth understanding of financial market instability:

• Link to Dynamic Coupling and Market Instability, Clack, Court and Zaparanuks, 2014

The InterDyne Simulator is not yet properly documented. However, several student projects at UCL have been based on either the development of the underlying technology or the use of the simulator, or both. Some related project dissertations are provided below:

• Link to Elias Court's dissertation (draft) 2013
• Link to Yifei (Kyle) Liu's dissertation (draft) 2014
• Link to Aman Chopra's dissertation 2015
• Link to Vikram Bakshi's dissertation 2015

Vikram Bakshi implemented a fairly comprehensive FIX engine (so that components in a simulation of financial markets can interact via messages that contain information in a way that corresponds fairly closely to reality) and also implemented a component that simulates a subset of the behaviour of the BATS BYX exchange. Note however that although an exchange may include a FIX tag within one of its defined input or output messages it might only accept a subset of the qualifiers which are defined by FIX. Vikram therefore designed a mechanism by which exchange-specific messages can be defined, and can be tested for correctness by the compiler (using the type system). The mechanism for interaction with the BATS BYX exchange component is explained briefly in the following document: (link to document).