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Comment by DigiEggz | Hacker News Reader

Congrats on such an achievement. The remake looks great, but those DOS screenshots have an undeniable charm. With such a large scale game, something I always find interesting is uncovering what types of quirks and bugs bubble underneath the surface in the original version. Did you come across anything obvious in your testing?

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The reason I discovered options prices were wrong is because for fun I created an In-The-Money visualization graph for when you're doing advanced options spreads and I noticed that the graph was asymetrical and profitability and loss made no sense. So with the help of Claude we debugged the code and came up with a pricing strategy that was closer to Black-Scholes. And it really is because it takes into account industry volatility and such it was a fun side quest and Michael is happy with the result which I am very proud of! It really makes me confident that one day, long live the king but, he is in his 80s. Decades from now I will be able to survive on my own, I hope.

But wait... That's a real phenomenon in markets, called volatility skew!

Volatility Skew: An uneven curve indicating directional bias. Commonly, equity markets show negative skew (higher implied volatility for OTM puts), signaling concerns about downside risks.

Options pricing is a real rabbit hole.

https://www.luxalgo.com/blog/volatility-smile-vs-skew-key-di...

Well, sometimes the way to teach people about pricing is to present them with incorrectly priced markets to exploit?

The market price IS the correct price. As is often said, "all models are wrong, but some are useful", including B-S.

Options pricing was not correct, which MJ knew because he simply based it on lookup table using ratios of a spread on a random security in his brokerage account decades ago! I tried to implement Black-Scholes best I could, my one contribution to the engine thus far. MJ has patched several things such as runaway interest rates and commodity prices, too-easy crypto price movements. Typos here and there. Certain edge cases that only a highly skilled player would ever come across, which due to the Discord server brought those players out of the woodwork to battle harden the game and a place for them to report the things they always knew but never had the motivation to report. But for the most part the engine is pretty damn solid.

Sounds like MJ pioneered not only financial simulators, but also vibe coding

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