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…
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…
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…
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…
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…
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…
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
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…
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…
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…
Understanding Trading Latencies
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
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…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…