Anon QuantIs vector backtesting a trading strategy a waste of time?Vector backtesting or event driven backtesting? There's only one way.Sep 17Sep 17
Anon QuantWhy Linear Regression Crushes Deep Learning in High-Frequency Trading: The Shocking Truth About…In the high-stakes world of high-frequency trading (HFT), speed is paramount. Every millisecond counts.Sep 81Sep 81
Anon QuantAsync Frameworks Like Tokio in Real-Time Trading Could Be Costing You MillionsIn the world of real-time trading systems, every microsecond counts.Sep 61Sep 61
Anon QuantinTowards DevThe Surprising Reason Why Naive Rust Code Often Outperforms Naive C++ CodeDiscover the simple hidden factor that gives Rust a performance edge over C++ in many cases.Aug 214Aug 214
Anon QuantinTowards DevUnlock Blazingly Fast Event Counting with This Ingenious Half-Life Method!Discover a blazingly fast method for event counting using halflife decay. Efficient, memory-friendly, and strong alternative to…Aug 12Aug 12
Anon QuantPricing Options in Python Part 2: Antithetic Variance ReductionIncreasing the number of paths improves our accuracy via sqrt(n), its easy to do better.Aug 61Aug 61
Anon QuantWhy I chose rust over C++: Its not what you expectFirstly I needed a language that allowed me to make trading decisions in small amounts of time. I.e. able to handle 10_000 + updates per…Aug 54Aug 54
Anon QuantPricing Options in Python Part 1: Binary OptionsHow to price Binary options using Closed form solution and Monte-Carlo using python:Aug 5Aug 5
Anon QuantUnlock Blazing Fast Parallel Processing in Rust Without Third-Party Crates: Here's How!Using rust its easy to manually spin up a simple thread pool.Aug 1Aug 1