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…
Algorithmic trading, often referred to as algo trading, involves using computer programs to follow a defined set of instructions for…
Introduction In order to understand how to improve the execution quality in the forex market, we need to understand the…
Let’s face it, most traders struggle to make money. Sure, they might have a nice winner once in a while,…
The ability to execute trades at lightning-fast speeds has been the driving force behind the evolution of trading technology. Now,…
Artificial Intelligence (AI) has been a buzzword in the technology industry for several years now, but its implications extend far…
This article was originally posted by Nagesh Singh Chauhan and you can read it here. The article contains a brief…
This article was originally posted here. By Mikhail Kirilin Each hedge fund company is organized into three departments — the…
Building a quantitative trading team can be a complex process, but it can be broken down into several steps: It’s…
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical…
AI is increasingly being adopted by hedge funds to generate investment ideas, help with portfolio and investment decisions, for signal…
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
Backtesting high-frequency trading strategies is always a subject of discussion. It differs from other types of backtesting because you are…
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
An FX Aggregator, also known as the Foreign Exchange Aggregator, is a Forex trading software that combines (aggregates) all the…
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…
In this article, I would like to talk about how to implement a low latency system, the modules needed and…