We present novel approaches, including latent liquidity modeling, Bayesian toxicity scoring, and reinforcement learning-enhanced high frequency trading Hidden Markviol Models (HMMs), which remain largely undocumented in public literature.

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 romanticized image of a trader in quant trading firms, running on gut instinct and adrenaline, is a ghost of a bygone era

I’m thrilled to share with you an intriguing quantitative finance project that I’ve been working on. This particular project is coded in Python, and while I’ll be rolling out more advanced projects and demos in C++ as we dive deeper into advanced AI with tools like Anthropic, today’s focus is a simpler yet insightful example of pure quant finance. So, let’s check it out!

Optiver is a market maker that trades a wide range of financial instruments across various asset classes. These include equities, fixed inco

A deep dive into a novel approach to high-frequency trading