Archive
Moving Average
Savitzky Golay Filter
5 Dec, 2020
The Problem with Moving Averages
30 Nov, 2020
FIR Filters
Savitzky Golay Filter
5 Dec, 2020
The Problem with Moving Averages
30 Nov, 2020
HMM
Classifying returns
1 Dec, 2020
Distribution Forecasting
Classifying returns
1 Dec, 2020
Swing Trading
Savitzky Golay Swing Points
6 Dec, 2020
MCMC
MCMC for Return Distributions
7 Dec, 2020
Books
Book Reviews and Reading List
3 Sep, 2024
Joel On Software
8 Dec, 2020
Algo Trading
Hidden Dangers of Writing an OMS
22 Jun, 2024
Building Candlesticks in Rust
29 Oct, 2022
Slippage Analysis - Part 4
12 Dec, 2020
Slippage Analysis - Part 3
11 Dec, 2020
Slippage Analysis - Part 2
10 Dec, 2020
Paper vs Live Slippage Analysis
9 Dec, 2020
Crypto
Slippage Analysis - Part 4
12 Dec, 2020
Slippage Analysis - Part 3
11 Dec, 2020
Slippage Analysis - Part 2
10 Dec, 2020
Paper vs Live Slippage Analysis
9 Dec, 2020
Microstructure
Bitcoin Elasticity and Volatility
21 May, 2021
Bitcoin Microstructure
14 Dec, 2020
Bitcoin
Bitcoin Elasticity and Volatility
21 May, 2021
Bitcoin Options
8 Feb, 2021
Bitcoin Microstructure
14 Dec, 2020
Volatility
Informational Disadvantage of Market Makers
28 Dec, 2020
Volatility and Time of Day
15 Dec, 2020
Sklearn
Return Classification
16 Dec, 2020
Market Making
Informational Disadvantage of Market Makers
28 Dec, 2020
Strategy Testing
Alpha Decay
29 Dec, 2020
Deprado
Building Candlesticks in Rust
29 Oct, 2022
Fractional Differencing
1 Jan, 2021
Options
Bitcoin Options
8 Feb, 2021
Betting Markets
Adventures in Horse Racing
9 Feb, 2021
Horse Racing
Adventures in Horse Racing
9 Feb, 2021
Deep Learning
GANs and Synthetic Market Data
22 Mar, 2021
Market Data
GANs and Synthetic Market Data
22 Mar, 2021
HFT
Even Faster Logging in Rust!
12 Aug, 2024
Hidden Dangers of Writing an OMS
22 Jun, 2024
Message Arrival Rates and Latency
13 May, 2024
Building Candlesticks in Rust
29 Oct, 2022
Fast Logging for HFT In Rust
23 Oct, 2022
The Rust Programming Language
12 May, 2021
Programming
Even Faster Logging in Rust!
12 Aug, 2024
Rust for the Rustless
26 Apr, 2024
Building Candlesticks in Rust
29 Oct, 2022
Fast Logging for HFT In Rust
23 Oct, 2022
The Rust Programming Language
12 May, 2021
Rust
Even Faster Logging in Rust!
12 Aug, 2024
Rust for the Rustless
26 Apr, 2024
Building Candlesticks in Rust
29 Oct, 2022
Fast Logging for HFT In Rust
23 Oct, 2022
The Rust Programming Language
12 May, 2021
Latency
Message Arrival Rates and Latency
13 May, 2024