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…
High Frequency Trading | Low Latency systems | Market Making Models | C/C++
What is modern portfolio theory? Risk is one of the most fundamental traits that is associated with every single decision…
If you have been following, you already know that I have always been focused on low-latency trading systems. Assuming that…
This article was originally posted by Nagesh Singh Chauhan and you can read it here. The article contains a brief…
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical…
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…
Introduction Building a Quant HFT on the forex market could be much more challenging than with other markets. Why? Because…
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
This top 10 reasons list is by no means "the fact", but is based on our own experience serving such…
Of 104 hedge funds surveyed, these are the actions and best practices they took to increase their profitability
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…
Iron Condor Backtest – SPX – 38 DTE We will look at the automated backtesting results for four variations of…