High Frequency Trading | Low Latency systems | Market Making Models | C/C++
(By Jonathan Simon). Original article published here. It is easy to distance yourself from a large collection of patterns or…
This article was originally posted by Nagesh Singh Chauhan and you can read it here. The article contains a brief…
I created a trading strategy by chatting with an AI, is it really possible? Read the original article here. The…
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical…
Curated content from here. By Stephan M Kessler, global head of quantitative investment strategies (QIS) research at Morgan Stanley, and Vishwanath…
By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…
There exist two separate branches of finance that require advanced quantitative techniques: the Q quant of derivative pricing, whose task…
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
If you have been following, you already know that I have always been focused on low-latency trading systems. Assuming that…