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…
High Frequency Trading | Low Latency systems | Market Making Models | C/C++
This article was originally posted here. By Mikhail Kirilin Each hedge fund company is organized into three departments — the…
Low-latency networks and direct market access.
Co-location services
Advanced algorithms and machine learning techniques
Data management.
Advanced trading platforms and software.
Building a quantitative trading team can be a complex process, but it can be broken down into several steps: It’s…
I created a trading strategy by chatting with an AI, is it really possible? Read the original article here. The…
The original post can be found here. By Mikhail Kirilin It’s no secret that artificial intelligence is changing the world…
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical trades to help them better understand how a trading system could have happened.
Coders must be well acquainted with certain programming languages that top trading firms are using
Curated content from here. By Stephan M Kessler, global head of quantitative investment strategies (QIS) research at Morgan Stanley, and Vishwanath…
By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…