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dm13450.github.io
| | www.chrisstucchio.com
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| | I'm a former high frequency trader. And following the tradition of G.H. Hardy, I feel the need to make an apology for my former profession. Not an apology in the sense of a request for forgiveness of wrongs performed, but merely an intellectual justification of a field which is ...
| | noahpinionblog.blogspot.com
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| | High Frequency Trading costs real resources. It consumes computing power and the mental effort of smart people. When we decide if HFT be...
| | mechanicalmarkets.wordpress.com
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| | A central challenge in economics is understanding how price affects the quantity of supply and demand, a relationship often assumed to be approximately linear. But there are markets where this notion of linearity, sometimes called "elasticity," may not hold. In a paper that deserves more attention, Donier and Bouchaud show that supply/demand curves of rapidly...
| | dagshub.com
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| Version control is critical for every machine learning project. Learn what you need to version, when and how in this blog