Does anyone remember starfighter.io/stockfighter.io that Kalzumeus put up years ago? It was based around coding market making strategies based on the structures presented in this article.
I still kick myself for not completing that when it was up. I'm always hoping that that will make it's way back up one day
I sure do - I finished all the stockfighter levels and loved the experience.
There were some people who reverse-engineered stockfighter and had at least some of the code on github. You might try looking around for it.
I sometimes look around for companies that use hiring challenges like that now but haven't had much luck.
I think fly.io is using some type of challenge in their hiring process which makes sense given tptacek, patio11, and elptacek were the stockfighter cofounders.
We do exclusively use work-sample hiring at Fly.io right now, though it looks a lot different from Starfighter (Microcorruption, Starfighter's predecessor, also wasn't the work sample we used at Matasano; both Starfighter and Microcorruption were about outreach). It'd be neat to come up with something Starfighter-y/Microcorruption-y that meshed with what we're doing at Fly.io.
(I don't want to get too far off on a tangent here, though, because I also nerd out about market structure stuff and that's what the thread is about.)
I loved Stockfighter. I played through it as preparation for starting my first job out of college, at an HFT. No comment on whether it was good preparation. :)
My assumption would be from a little perspective of it being good HFT job training that it probably isn't but that it's still probably a very valuable learning experience just in terms of getting your head in that domain.
I still kick myself for not completing that when it was up. I'm always hoping that that will make it's way back up one day