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…
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,…
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…
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…
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…
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…
ChatGPT and Algorithmic Trading
I created a trading strategy by chatting with an AI, is it really possible? Read the original article here. The…
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…
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…
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