Below is a conceptual framework for an ultra low latency market making system combining futures and options. This is a simplified version that would need significant customization for a billion-dollar HFT firm.

The Rithmic High Frequency Trading Engine System is a high-performance, distributed trading infrastructure designed to bridge the gap between the Rithmic RAPI (a C++ based API with a .NET wrapper used for futures trading) and modern, custom algorithmic strategies.

  This comprehensive guide documents the complete journey of building a functional Pub/Sub messaging system using SQLite as the message broker and .NET as the development framework.

Before a trading application is allowed to connect to live markets through Rithmic, it must typically pass a Rithmic API conformance test.

After months of rigorous backtesting, parameter optimization, and simulated execution in controlled environments, we stand at the threshold of a significant milestone: the deployment of a live futures trading platform infrastructure powered by the Rithmic API

This document provides a comprehensive analysis of a sophisticated financial data retrieval system designed to interface with the Rithmic option chain trading platform.

. Renaissance Technologies, and its jewel, the Medallion Fund, is not just the most successful hedge fund ever; it is an intellectual Everest, a black box of such staggering profitability that its performance charts resemble a glitch in the financial matrix.

This article provides an exhaustive breakdown of a comprehensive trading simulator designed around the Volume Weighted Average Price deviation strategy, targeting the Micro E-mini S&P 500 futures contract.

This isn't merely an academic exercise—it's a professional-grade simulation environment that models real market behavior, implements advanced statistical analysis, manages positions with institutional rigor, and provides comprehensive performance analytics.

For decades, the world of quantitative finance, particularly C++ high-frequency trading bot, has been an exclusive club. It was the domain of elite QI quant institutions with cavernous server rooms, teams of PhDs in physics and mathematics, and budgets stretching into the millions.

Abstract   High-frequency trading (HFT) firms employ sophisticated quantitative models to gain an edge in ultra-fast markets. Among these, high frequency trading Hidden Markov Models (HMMs)  for regime detection and order flow toxicity analysis  are critical for dynamic strategy adaptation. This paper explores cutting-edge techniques used by top HFT firms, focusing on HMM-based regime switching  and advanced toxicity detection methods  beyond conventional microprice forecasti

I've analyzed four futures contracts using advanced quantitative techniques including volatility modeling, momentum decomposition, microstructure analysis, and regime detection. Below is a detailed analysis of each contract followed by a comparative ranking with forecasted portfolio metrics. 1. S&P 500 E-mini (SPZ5) - 15 Minute RTH Statistical Profile The contract spans from November 5 to December 2, 2025, with the most recent close at 6842.75. Over this period, price ranged

The timeless allure of a  gold and silver rally has once again captured the global spotlight, as these precious metals embark on a remarkable rally, fueled by a potent cocktail of strong global market sentiment.

Our objective is to filter this broad list down to the absolute highest-potential opportunities, employing a multi-factor quantitative model focusing on Sharpe Ratios, Beta sensitivity,

for any serious trading application where performance and reliability are paramount, C#/.NET is the unequivocally superior path.

The Digital Arbitrageur: Mastering Automated Trading with Excel Integration with .Net or C++

The Architecture of Speed: Demystifying CME Aurora, Co-location, and Trading Infrastructure

The Technical Impossibility of "Verified" Rithmic Futures & Options Trade Verification Journaling

Introduction: The Ferrari Engine with the Wooden Steering Wheel called Rithmic API

The Ultimate Guide: Building an AI Trading Dashboard with Python for Futures Markets