The equation of an algo
Trade idea testing + trade order execution + trade size generation = algo??? That’s one way to look at it, and indeed we have a whole in-house team dedicated to building algos to do some of these pieces every day with our RCM-X team. While the difference between an alpha generating algo and an execution […]
Why use automated execution algorithms? Here’s why.
We’ve been talking a lot about quants and algos recently – like this whitepaper, this blog, and this blog – which only strengthens the thought that, though necessary, quants and algos can be confusing. Even for us, who happen to share coffee and donuts with a whole in-house team of quants dedicated to working on […]
The new AI –> AT, Artificial Trading
One of the best follows on non-financial Twitter is Salesforce.com’s Chief Digital Evangelist: Vala Ashsfar. He comes up with inspiring lists highlighting what it means to be a good mentor, what money can’t buy (happy home, manners, etc.), and companies founded by immigrants (Apple, Google, Amazon to name a few). Not to mention his mesmerizing […]
Playing Jeopardy like a quant
If you haven’t heard yet, 35 year old James Holzhauer has been killing it on Jeopardy of late. Per fivethirtyeight.com: Holzhauer has played this game like no one has ever played it before — large bets coupled with expert navigation of the game board. He has now [won 19] games with his total winnings sitting […]
Icebergs sink ships. Prowlers hide and seek!
The point of an ICEBERG order type has always been to hide your flow from the rest of the market, allowing you to fly under the radar of the massive trading firms looking to prey on naïve order flow. You know, like the old adage of 90% of an iceberg’s mass being underwater, hidden from […]
