The Return Of Quant Investing
Curated content from here. By Stephan M Kessler, global head of quantitative investment strategies (QIS) research at Morgan Stanley, and Vishwanath…
High Frequency Trading | Low Latency systems | Market Making Models | C/C++
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…
Curated content. You can find the original content here. By Ahmed Butt As algorithmic trading becomes the norm in many…
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…
Low latency trading has strict latency service level agreements (SLAs), where a millisecond can make the difference between completing a transaction or missing an opportunity. A slight latency variance can lead to differences amounting to millions of dollars. Due to these low latency requirements, brokers’ low latency trading systems must be in close proximity to the exchanges.
There exist two separate branches of finance that require advanced quantitative techniques: the Q quant of derivative pricing, whose task is to “extrapolate the present” and as the sell-side in the market; and P quant of quantitative risk and portfolio management, whose task is to “model the future” and as the buy-side in the market.
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
In algorithmic trading, as with every high-performance programming pursuit, each nanosecond counts. Your tick to trade latency is often the…