Live Algo Trading Challenges: Why Brokerages Fail Algorithmic Traders and How to Fix It
This is a curated post, and the original post is here: Brokerages Suck: Navigating the Challenges of Live Algo Trading…
Tag: risk
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…
Market Micro-structure visualization (an open-source project)
If you have been following, you already know that I have always been focused on low-latency trading systems. Assuming that…
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…
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 trades to help them better understand how a trading system could have happened.
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…
How to Build a Quantitative HFT Forex-Shop
Introduction Building a Quant HFT on the forex market could be much more challenging than with other markets. Why? Because…
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 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 firms with our Advisory service and those using our low-latency HFT platform.
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 devices between the parties.
The time required to send data over long distances and through networking devices like routers and switches leads to delays in data centers, wide areas, and metro networks alike.
Biography of an HFT startup
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software, something crucial to achieving high-speed processing. After platform was done, was the turn of creating, testing and adjusting the strategy.
Options Backtest: Iron Condor – SPX – 38 DTE
Iron Condor Backtest – SPX – 38 DTE We will look at the automated backtesting results for four variations of…