Top 10 reasons why we see HFT firms fail
Related Posts
Advice on How to Become a Research Analyst
By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…
How can AI and ML drive hedge funds?
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?
Liquidity aggregation
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
Thank you for this post. I’m constantly finding ways to improve my market making and have been learning about Stoikov’s market making model lately. I’m more of a hobbyist developer but have been researching mean reversion strategies in market making with Bollinger bands and the order size exponentially increases the further the mid deviates from the mean.