I got into simulation through my Computer Science courses at TUM. In the molecular simulation lab course, our team built a molecular dynamics simulator in C++: particles, forces, time steps, and a lot of testing and profiling to make sure the results could be trusted.
At the same time I was writing a seminar paper on online learning for financial time series, and at HackaTUM I took part in IMC's trading challenge. The two interests met there. A market can be simulated too, and the interesting part is what happens when one order meets the order book.
Prediction markets are an unusually clean place to study that. Every contract settles at 0 or 1, the prices read as probabilities, and on Polymarket the full order book is public. That is why we built PolySimulator: anyone can trade these markets with paper money against the real order book, and we can measure how their orders would have filled.
The part I enjoy most is the data: recording every change to the order books, replaying it, and checking the simulator against what really happened.

