Attempting to build an actually good data engine
Building a data engine from scratch to power systematic trading infrastructure.
quant
Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation is similar to those in industrial mathematics in other industries. The process usually consists of searching vast databases for patterns, such as correlations among liquid assets or price-movement patterns (trend following or reversion).
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.