Top 10 reasons why we see HFT firms fail
Related Posts
Building a quantitative trading team
Building a quantitative trading team can be a complex process, but it can be broken down into several steps: It’s…
Toxic flow in forex market
Believe it or not, there are many banks and ECNs that haven’t catch up with the latest technology with trading…
Brokerages Suck: Navigating the Challenges of Live Algo Trading
This is a curated post, and the original post is here: Brokerages Suck: Navigating the Challenges of Live Algo Trading…
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.