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…
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,…
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…
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…
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…
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…
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…
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
BackTesting HFT in Forex
Backtesting high-frequency trading strategies is always a subject of discussion. It differs from other types of backtesting because you are…
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 5 reasons why you need an FX aggregator?
An FX Aggregator, also known as the Foreign Exchange Aggregator, is a Forex trading software that combines (aggregates) all the…
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…
We surveyed Hedge Funds worldwide, and this is how they increased profitability
Of 104 hedge funds surveyed, these are the actions and best practices they took to increase their profitability
Understanding Trading Latencies
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
How to design high-frequency trading systems and its architecture. Part I
In this article, I would like to talk about how to implement a low latency system, the modules needed and…