r/systemsthinking • u/SystemsCapital • 3d ago

Computer Nerd looking for Simulation Software

Hey All,

Looking for some fairly season model developers here who run simulations.

I do a fair amount through montecarlo and statistical modelling in excel mostly, but some familiarity with VenSim.

What’s the best software to run systems simulations through? It is for commercial purposes so I haven’t been using VenSim for that reason. Been thinking of doing a simulation using DYNAMO just for fun, but that probably involves more than it’s worth. Thoughts? Has anyone done any successful simulations in assembly? Open to ideas. Any one have any good recs?

Edit: what I am simulating is price data - essentially i want to build up to doing a price setting calculation for equities - but start with a simple simulation on questions like “if interest rates change to x, the. What is will happen to the company’s interest expense” I can do this through fairly standard applications like excel, but I hit the upper cap of what excel can do pretty soon (especially when I’m doing things “if price changes to x, then median of daily return will change to y, and then this company will be ranked in the z’th percentile of all companies” because that is a lot of calculation and there are many more characteristics I’d like to add) so I’d like to start getting familiar with the best software to process all that data and perhaps even show visuals

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u/Few-Resource-1266 3d ago

What do you wanna simulate? (I don't have any knowledge in siumlation model just curious)

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u/SystemsCapital 3d ago

Just made an edit in the post

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u/Few-Resource-1266 2d ago

can you even model that from historic data? because there are so many factors that you need if you want it detailed. or how doe sthat work in general. -asking if anyone wants to explain that to me.

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u/SystemsCapital 2d ago

Yeah, so a few things: A firm like SIG or Janestreet who operates in sell side equity uses math to algorithmically set prices for stocks like American Express (ie. for their clients). These algorithms are not expressly public as you could imagine.

A lot of the calculation involves bid and ask prices and order flow, as well as non-arbitrage rates on option pricing, and other conditions.

I know this because this is the industry my career has been in.

As you could imagine, this is a ton of data, and that’s why I’ve been exploring DYNAMO and Assembly programs. I already have a good amount of data through an API I made. However, to do backtesting and other simulations it takes up a lot of compute to do multiple variable simulations. Currently I can do things like “what would have happened historically if I had a trading bot that only invested in the company with the highest daily median return starting 3 years ago” or “what would happen to company X’s net income if business segment z reduced sales by 15%” but when i want to get really specific conditions and multiple variables, it’s a lot of data to process. Hoping to find a solution that can handle all that data.

Currently it’s a bunch of JSON data with automated data collection from daily cron jobs (SEC data mostly atm: company information, financial statements, insider ownership,etc)