Brett HarrisonA taxonomy of arbitrage tradingClassical arbitrage: simultaneously trading two or more fungible instruments and converting between them to capture price differentials. At…Jun 12Jun 12
Brett HarrisonLLMs and Algorithmic TradingIn the past year, the profound successes of Transformer Neural Networks, especially Generative Pre-trained Transformers like OpenAI’s GPT-4…Oct 9, 2023Oct 9, 2023
Brett HarrisonHow fast is it, really?On latency, measurement, and optimization in algorithmic trading systemsSep 6, 2023Sep 6, 2023