Welcome to Queyn
The algorithmic FOREX simulation platform

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BID: 1.08540
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What is Queyn

Queyn is a market simulation platform that creates realistic trading scenarios through algorithmic modeling. Unlike traditional backtesting tools, Queyn generates dynamic, synthetic data featuring authentic price dynamics.

The Science Behind Queyn

Queyn is not a random price generator. Queyn generates synthetic price scenarios using agent-based rules that model market structure (market makers, spreads, inventory risk). You control the market regime, and realistic execution dynamics emerge from the simulated participant behaviors.

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Real-Time Synthesis

Create live market scenarios and rare black swan events with full control over trend dynamics, volatility levels, and market stress.

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Precision Control

Fine-tune market scenarios to test specific strategies under controlled yet realistic conditions.

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Advanced Analytics

Track bid-ask spreads, tick volume, RSI, EMAs, and candlestick patterns in real-time as scenarios unfold.

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AI Training Data

Export high-quality synthetic market datasets for machine learning model training and algorithmic strategy development.

Our Vision

  • Make scenario testing accessible by providing independent traders with tools to create and test against any market condition they can imagine
  • Enable comprehensive strategy validation by letting you test your approach across hundreds of controlled scenarios beyond what historical data can provide
  • Go beyond historical limitations by generating synthetic scenarios that let you analyze edge cases and extreme conditions rarely found in past data
  • Support data-driven development by providing exportable synthetic datasets for algorithm training and strategy research

Key Features

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EUR/USD Trading Pair

Currently built for the world's most liquid currency pair, with plans to expand to additional markets.

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Scenario Builder

Adjust bullish/bearish/ranging weightings to create any market condition you need to test against.

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Strategy Builder

Full trading toolkit with buy/sell orders, stop losses, take profits, and technical analysis tools.

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Extreme Market Stress Testing

Simulate market panic, spread widening, and extreme price swings to stress-test your strategies.

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Live Bid/Ask Spreads

Real-time market quotes with dynamic spread behavior that widens during stress and narrows during calm conditions.

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Variable Speed Simulation

1x, 5x, 10x speed modes for rapid scenario testing and accelerated strategy development.

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Algorithm Communication Interface

Real-time market data stream for your algorithms and analysis tools. Two-way API integration coming soon.

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Data Export & Scenario Save

Download your synthetic market data in .csv and .json formats for AI training and algorithm development.

About Us

We saw the limitations of historical backtesting and decided to engineer a solution. We combine expertise in complex system modeling with a vision: creating synthetic environments that behave like reality.

We are engineers with research experience in digital twin technologies. We use first principles and novel engineering techniques to create realistic simulations for analysis and optimization.

Our approach combines agent-based modeling with market microstructure principles to generate authentic price dynamics without relying on historical data patterns.

Get in touch: info@queyn.com

Historical data tests what happened. We test what hasn't.

Coming Soon

We're finalizing the platform