Attempting to build an actually good data engine
Building a data engine from scratch to power systematic trading infrastructure.
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A (sort of) novel root-finding algorithm applied to options volatility calculation
A new approach to root-finding algorithms for faster and more accurate implied volatility calculation.
Foundational System Design Concepts with Applications to Quantitative Finance
A collection of system design fundamentals applied to common problems in quantitative finance infrastructure.
Cyclic arbitrage in decentralized crypto exchanges
Finding profitable token loops in decentralized crypto exchanges using graph theory and smart contract execution.
Spot futures arbitrage in gold/fx markets
Exploring spot-futures arbitrage opportunities in gold and FX markets using threshold vector error correction models.
The Profitron: Attempting to Build a Scalable Trading Infrastructure
An in-depth look at building custom infrastructure for creating and deploying quant trading strategies.