3 Apr 25
A visualization based on real equity market data
Solutions
Simudyne Pulse
Simudyne Pulse foundation and multi-agent simulation models are built to empower institutions to model, test, and optimise decisions in highly realistic simulation environments.
Simudyne Pulse Market Models
Live at Global Exchanges
Simudyne Pulse market models are designed with millisecond precision and replicates the intricate behaviours of modern markets across equities, derivatives, options, and futures. Our market models accurately capture the essence of intraday price formation, liquidity dynamics, and algorithmic order flow.
Our market models are already deployed by leading market infrastructure providers such as the Hong Kong Exchanges and Clearing (HKEX) and London Stock Exchange Group (LSEG), enabling enhanced liquidity risk management, stress testing, and algorithmic strategy development. HKEX uses Pulse to refine real-time close-out strategies, while LSEG leverages it to ensure compliance with regulatory frameworks such as MiFID II RTS 6, offering a controlled sandbox for their member institutions​.
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Unmatched Market Realism
Simulate intraday market behaviour down to the millisecond. Pulse delivers high-fidelity environments for testing, calibrating, and optimising trading strategies.
02
Trusted by Industry Leaders
Used by HKEX and LSEG, Simudyne Pulse market models are ideal for institutions demanding accuracy, compliance, and performance at the highest level.
03
Accelerate Strategy Development
From liquidity risk to algorithmic execution, Pulse market models drive teams to experiment, stress test, and iterate rapidly.
04
Frictionless Data Integration
Pulse market models offer immediate access to historical tick data, eliminating delays and enabling fast, informed decision-making at scale.
Our customers
