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…
Tag: #trading
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…
Liquidity aggregation
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
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…