High Frequency Trading | Low Latency systems | Market Making Models | C/C++
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.
Curated content from here. By Stephan M Kessler, global head of quantitative investment strategies (QIS) research at Morgan Stanley, and Vishwanath…
AI is increasingly being adopted by hedge funds to generate investment ideas, help with portfolio and investment decisions, for signal generation, to manage risk, and in some cases execute trades. As interest from managers grows, and as the technologies underpinning these strategies continue to develop, what might AI mean for how hedge funds invest?
Original post by Aiden Pestell Hi tech savvies. My name is Aiden and I have spent the last 4 years…
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
