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Black-Scholes for Options Futures and other Derivatives
The Black-Scholes model, a cornerstone of modern financial theory, provides a framework for pricing options contracts.1 While originally...
Bryan Downing
Mar 15, 20253 min read


How To Test Hedging Effectiveness in High-Frequency Trading?
High-frequency trading (HFT) operates in a realm of nanoseconds, where profits are derived from minuscule price discrepancies and rapid exec
Bryan Downing
Mar 14, 20254 min read


Maximizing Profits: The Art of Hedging in High Frequency Trading
High frequency trading (HFT), characterized by its rapid execution of numerous orders within milliseconds, presents both immense opportuniti
Bryan Downing
Mar 13, 20254 min read


Arbitrage with Options Future and Other Derivatives in High-Frequency Trading
In the lightning-fast world of high-frequency trading (HFT), arbitrage opportunities, particularly those involving options futures and other
Bryan Downing
Mar 13, 20253 min read


HFT Tracker: Call-Put Parity and the Value of Futures Option Chain Data
HFT Tracker: Call-Put Parity and the Value of Futures Option Chain Data
In the frenetic world of high-frequency trading or HFT tracker, wh
Bryan Downing
Mar 11, 20253 min read


The Advantages of the Efficiency Risk Frontier
In the complex world of decision-making, particularly in finance and portfolio management, the concept of the efficiency risk frontier (ERF)
Bryan Downing
Mar 11, 20254 min read


Maximizing Efficiency: Leveraging SQLite Easy Insert for Data Management
here is an example of how to use sqlite3 easy insert for Python.
Bryan Downing
Mar 11, 20255 min read


Unraveling the Mystery: Understanding Option Payoff Diagrams in High-Frequency Trading
The Algorithmic Crystal Ball: Option Payoff Diagrams and HFT Giants
In the high-stakes arena of billion-dollar high-frequency trading (HFT)
Bryan Downing
Mar 7, 20254 min read


Which has the lowest currency value?
Evaluating Potential Lowest Currency Value through the Big Mac Index. The Big Mac Index, created by The Economist in 1986, serves as a light
Bryan Downing
Mar 7, 20254 min read


How to Gain Programmatic Access to Options Futures and Other Derivatives Options Chain Data
For quantitative traders, algorithmic strategists, and developers building sophisticated financial models, access to real-time, granular opt
Bryan Downing
Mar 6, 20254 min read


Demystifying the Rithmic API: A Developer's Guide to Overcoming Frustration
However, the reality of implementing the Rithmic API often falls short of its promise, primarily due to the significant challenges
Bryan Downing
Mar 6, 20255 min read


Giving Up on IBKR Algo Trading API Development: Frustrated Developer's Perspective
didn't mince words, calling the IBKR Algo Trading API a "piece of garbage" and questioning why IBKR continues to offer such a subpar product
Bryan Downing
Mar 5, 20252 min read


Sierra Chart Comprehensive Data Offerings
Sierra Chart has emerged as a leading solution. This article delves into the various data services offered by Sierra Chart, exploring its r
Bryan Downing
Mar 5, 20253 min read


Decoding Options Futures and Other Derivatives Platform Survey
This begs the question: what does this unanimous lack of enthusiasm signify? This helps which technology to use for Options Futures and Oth
Bryan Downing
Mar 5, 20255 min read


Is algo trading safe as it used API calls with IBKR
Interactive Brokers (IBKR) stands as a premier brokerage platform, renowned for its comprehensive global market access and robust API. Is al
Bryan Downing
Mar 3, 20253 min read


Decoding the Millisecond: David Gross's Blueprint for Low-Latency Trading in C++
David Gross's CppCon 2024 presentation is a masterclass in the art and science of engineering low-latency trading systems using C++.
Bryan Downing
Mar 3, 20255 min read


Unveiling Citadel's New Leader: An Inside Look at John Fawcett's Role in Equities Engineering
Citadel, a titan of the financial world, has made a significant move by appointing a new head of equities engineering, a role filled by a le
Bryan Downing
Mar 3, 20253 min read


Why most trading strategies are fake? use Google PlanGEN?
Google AI's introduction of PlanGEN, a multi-agent AI framework designed to enhance planning and reasoning in Large Language Models (LLMs),
Bryan Downing
Mar 3, 20253 min read


TrapC Proposal for C++ Memory Safety Executive Summary
This is a proposal for C++ memory safety. This proposal aims to provide a gradual, opt-in solution for existing codebases and a robust foun
Bryan Downing
Mar 3, 20253 min read


Do You Need a PhD for a Quant Finance Job? Only if You Want to Earn $2m as a Graduate
The world of quantitative finance, often shortened to "quant finance," is a highly competitive field that blends sophisticated...
Bryan Downing
Mar 3, 20254 min read
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