Discussion and Implementation of Modern Portfolio Theory
What is modern portfolio theory? Risk is one of the most fundamental traits that is associated with every single decision…
Do You Know What Your Algo is Doing at any given moment?
Algorithmic trading, often referred to as algo trading, involves using computer programs to follow a defined set of instructions for…
How technology and automation can help to improve Execution Quality in FX
Introduction In order to understand how to improve the execution quality in the forex market, we need to understand the…
Market Micro-structure visualization (an open-source project)
If you have been following, you already know that I have always been focused on low-latency trading systems. Assuming that…
The top 17 trading metrics (and why you should care)
Let’s face it, most traders struggle to make money. Sure, they might have a nice winner once in a while,…
Challenges in developing trading strategies in quantitative finance
As we navigate the fast-paced world of quantitative finance, we often find ourselves balancing on a tightrope, juggling complex mathematical…
Python is 57x slower than C++ (and 45x worse for the planet)
Banks and other financial institutions like to make a big deal about their environmental efforts through their ESG teams, but that…
Leveraging Limit Order Book Imbalances for Profitable Trading: A Deep Dive into Recent Research and Practical Tools
Introduction Traders are always on the lookout for the slightest edge that can turn a profit. One crucial aspect that…
Case Study: Algorithmic Trading With Go
In this case study, we are excited to share an insider’s perspective and look under the hood of how a…
The 0+ HFT Strategy
Ever wondered how HFT strategies work? Today, we’ll explore the 0+ HFT strategy – a strategy that has been practiced…
HFT: A New Race to Zero Latency is Starting?
The ability to execute trades at lightning-fast speeds has been the driving force behind the evolution of trading technology. Now,…
Leveraging AI in Electronic Trading: A Game Changer for Investment Banks
Artificial Intelligence (AI) has been a buzzword in the technology industry for several years now, but its implications extend far…
Startup: The Rise of a High-Frequency Trading Powerhouse
Startup: The Rise of a High-Frequency Trading Powerhouse This is a story of transformation, a journey of a South Florida-based…
High-frequency trading through artificial intelligence for financial innovation
Professor Chien-Feng Huang, at the National University of Kaohsiung in Taiwan delves into high-frequency trading across Artificial Intelligence In the…
How to build a Crypto Exchange in 2023
Cryptocurrency exchanges are digital platforms where individuals can buy, sell, or exchange one cryptocurrency for another or for fiat currencies…
Electronic Trading Analytics Datascience Derivatives hedge funds infrastructure Market microstructure OTC Quant
Case Study: Bond Trading System
(By Jonathan Simon). Original article published here. It is easy to distance yourself from a large collection of patterns or…
Detailed performance analysis of a simple low-latency trading system
The video titled “A detailed performance analysis of a simple low-latency trading system” presents an overview of a simple low-latency…
Decoding the Quant Market
A Guide to Machine Learning in Trading This book has been created by ChatGPT-4 and promoted and published by Gautier…
Algorithmic Trading: A Practitioner’s Guide
This is an original post from Henrik Warne’s blog I really enjoyed reading Algorithmic Trading: A Practitioner’s Guide by Jeffrey M. Bacidore.…
Trading System Performance Unleashed: A Comprehensive Guide for Finance Professionals
Are you looking to optimize your trading systems for high-frequency trading? Do you want to unlock the full potential of…
Rust Vs. C++: an Utmost Comparison of Performance, Speed and Safety
Rust vs. C++ is a fairly popular topic of discussion because they compete in the same realm of system-level development…
Arbitrage, HFT, Quant and Other Automatic Trading Strategies in FX
This article was originally published here. The spot Forex market has grown significantly from the early 2000s due, in part,…
From Inside a Hedge Fund: Revelations From Insiders
Original post is by Mikhail Kirilin. click here. Hedge funds are the most off-limits financial institutions doing their best to…
Low Latency Trading Systems: A Comparative Study of Software-based vs FPGA-based Solutions
In the world of high-frequency trading, every millisecond counts. The competition to create the fastest and most efficient trading systems…
Introduction to Markov models and Markov Chains
This article was originally posted by Nagesh Singh Chauhan and you can read it here. The article contains a brief…
How Hedge Fund Operations Are Organized
This article was originally posted here. By Mikhail Kirilin Each hedge fund company is organized into three departments — the…
The technology needed for high frequency trading (HFT)
Low-latency networks and direct market access. Co-location services Advanced algorithms and machine learning techniques Data management. Advanced trading platforms and…
Building a quantitative trading team
Building a quantitative trading team can be a complex process, but it can be broken down into several steps: It’s…
ChatGPT and Algorithmic Trading
I created a trading strategy by chatting with an AI, is it really possible? Read the original article here. The…
How Can Machine Learning Predict the Stock Market?
The original post can be found here. By Mikhail Kirilin It’s no secret that artificial intelligence is changing the world…
Using Monte Carlo Simulation for Algorithmic Trading
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical…
Top Trading Firms and their Unique Programming Languages
Coders must be well acquainted with certain programming languages that top trading firms are using
The Return Of Quant Investing
Curated content from here. By Stephan M Kessler, global head of quantitative investment strategies (QIS) research at Morgan Stanley, and Vishwanath…
Advice on How to Become a Research Analyst
By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…
Saudi Arabia: Algorithmic Trading On Tadawul: Permitted Or Not?
Curated content. You can find the original content here. By Ahmed Butt As algorithmic trading becomes the norm in many…
How can AI and ML drive hedge funds?
AI is increasingly being adopted by hedge funds to generate investment ideas, help with portfolio and investment decisions, for signal…
An Introduction to the Sequencer World
Original post by Aiden Pestell Hi tech savvies. My name is Aiden and I have spent the last 4 years…
Rethinking the low latency trade value proposition using AWS Local Zones
Low latency trading has strict latency service level agreements (SLAs), where a millisecond can make the difference between completing a…
Free Online Courses Starting Your Quantitative Finance Career
There exist two separate branches of finance that require advanced quantitative techniques: the Q quant of derivative pricing, whose task…
Defensive Market Making Against Market Manipulators
https://miro.medium.com/max/1400/0*2arApVA3c-sEuK3E Photo by Keith Johnston on Unsplash Greetings! In a previous article entitled “Simplified Avellaneda-Stoikov Market Making” we discussed how to use such…
High-frequency trading firms can easily get to 64% accuracy in predicting direction of the next trade, Princeton study finds
High-frequency trading firms can easily get to 64% accuracy in predicting direction of the next trade, Princeton study finds
The future of C++ algorithmic trading is a technique from 1958
In algorithmic trading, as with every high-performance programming pursuit, each nanosecond counts. Your tick to trade latency is often the…
How to Build a Quantitative HFT Forex-Shop
Introduction Building a Quant HFT on the forex market could be much more challenging than with other markets. Why? Because…
BackTesting HFT in Forex
Backtesting high-frequency trading strategies is always a subject of discussion. It differs from other types of backtesting because you are…
How do I design high-frequency trading systems and its architecture. Part III
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
How do I design high-frequency trading systems and its architecture. Part II
In the first part, I explained basic concepts of architecting a low latency trading system and some examples on how…
TOP 5 reasons why you need an FX aggregator?
An FX Aggregator, also known as the Foreign Exchange Aggregator, is a Forex trading software that combines (aggregates) all the…
Top 10 reasons why we see HFT firms fail
This top 10 reasons list is by no means "the fact", but is based on our own experience serving such…
Working and interviewing for High-Frequency Trading?
How’s the current market HFT has been around for decades, and it is used by many hedge funds and other…
We surveyed Hedge Funds worldwide, and this is how they increased profitability
Of 104 hedge funds surveyed, these are the actions and best practices they took to increase their profitability
Understanding Trading Latencies
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
How to design high-frequency trading systems and its architecture. Part I
In this article, I would like to talk about how to implement a low latency system, the modules needed and…
How much money would it cost to setup high-frequency trading?
It’s a very lucrative business but is hard to get started. Usually, startups try to start small and grow as…
Liquidity aggregation
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
Biography of an HFT startup
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
How do I design high-frequency trading systems and its architecture. Part I
In this article, I would like to talk about how to implement a low latency system, modules needed and its…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…
10 Things That Affect the Profitability of a Trading System
What factors affect the profitability of an automated trading system? Here is a list of the 10 things in no…
10 Things that Affect the Speed of a Trading System
What factors affect the speed of a trading system? Here is a list of the 10 things that affect the…
HFT’s trading returns revealed
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
An inside view on HFT’s trading returns
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
How to build an HFT for forex market FX ($EURUSD $EUR $USD)
To build a solid FX high-frequency trading environment is an extremely challenging exercise. A HFT engine usually contains the following…
How to protect trading intellectual property from software developers?
This story is about how we, as software consultants/architect and developers, must have a huge amount of creativity, besides hard…
Toxic flow in forex market
Believe it or not, there are many banks and ECNs that haven’t catch up with the latest technology with trading…
Which is better: Discretionary or Systematic Trading?
A discretionary trader will still have rules, i.e. a system, for deciding when to enter and exit positions. Most successful…
Why move your strategies to HFT?
Why would you need to move into a HFT environment if you don’t do HFT? There are a few key…
Latency Comparison Numbers
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…
How easy is to make money as HFT startup?
Short story, is not easy at all. Recently I’ve been approached for many startups looking for setup their own HFT…
Best Practices on HFT low-latency software
After several years developing high-performance trading systems I come up with some rules of thumb. When talking about low latency/high…
Why trading on DEMO account is SO different from REAL accounts
I have a great trading idea!! I do my research, and whoala!! It looks great!! Time to test it… I…
Unlock the secrets of High-Frequency Trading systems
Data structures that are contained within a single cache-line are more efficient. Use appropriate containers (e.g. prefer reserved std::vector than…
Options Backtest: Iron Condor – SPX – 38 DTE
Iron Condor Backtest – SPX – 38 DTE We will look at the automated backtesting results for four variations of…
What I’ve learned after coding for HFT and Low Latency Systems
Choose the right language: FORGET about scripting languages, they won’t work. When you are looking to shave those last few…
Backtesting the $SPY (S&P 500): SMA 10/100 System
The simplest ideas are often some of the best. This is a mantra that should often be repeated by traders…
How do I develop Trading Systems?
Often, trading model developers “spoil” the eventual results of their model by making errors early in the process. These errors…
Building a Trading System – General Considerations
One of the biggest lessons I’ve learned is the important of separating the trading models–the mathematical or algorithmic logic that…
Why High Frequency Trading is so profitable?
Low latency networks: location, location, location…. Or Colocation! This is key to creating an HFT business… without it, you will…
3 Ways to Use Black Box Automated Trading Systems in Forex
Black box trading, algorithmic trading, automated trading, or whatever you’d like to call it, is on the rise. Technology is…
Exchange Colocation – worth it or not?
Automated trading requires a server, and it often makes sense to collocate it. Even discretionary traders these days can rely…
The 10 Best Forex Strategies
#1: The Bladerunner Trade The Bladerunner is an exceptionally good EMA crossover strategy, suitable across all timeframes and currency pairs.…
How to Set Up Your Own High-Frequency Trading Firm
First come up with a trading plan: There are multiple strategies when it comes to high-frequency trading. A few of…
Why speed is key on your trading decisions?
Speed has become a hot topic of conversation in the financial markets. There has been a flurry of crazed conversation…
Begginner’s guide to trade automation ($spy $spx $eurusd)
It is the process of testing a specific trading strategy or idea, and see how it behaved in the past,…