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How to run Streamlit app vs Grafana and QuestDB
The Simplicity Advantage: Why Streamlit Outshines Grafana and QuestDB for Trading Algorithm Simulations. There is a reason why you should...
Bryan Downing
2 days ago9 min read
6 views
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Retail Quants: The Next Stabilizing Force in Financial Markets
As passive investing continues to absorb a substantial share of assets under management, retail quants may emerge as a countervailing, stabilizing force within the market ecosystem.
Bryan Downing
Jun 98 min read
20 views
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Rust vs C#: Why Hedge Funds Are Replacing This?
As reported by eFinancialCareers, a new contender, Rust vs C#, is beginning to challenge C#'s position, not in a full-frontal assault, but through a series of strategic, targeted replacements in performance-critical areas.
Bryan Downing
Jun 97 min read
24 views
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Forwards Analysis and Trading Options Arbitrage Strategy Framework
Based on volatility, recent price momentum, and cash-and-carry options arbitrage strategy opportunities, we identify the five top instruments—BRR, CC, ES, GC, and ALI—with the greatest potential for 10–30-day profits.
Bryan Downing
Jun 68 min read
7 views
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Can We Finally Use ChatGPT for Trading as a Quantitative Analyst?
Now, as large language models (LLMs) like ChatGPT trading demonstrate increasingly sophisticated capabilities, a pressing question emerges: can these AI systems effectively serve as quantitative analysts for trading?
Bryan Downing
May 3011 min read
16 views
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How to build high-performing trading strategies with AI
In this article, we will explore Retrieval-Augmented Generation (RAG), a powerful AI technique that combines database retrieval with large language models (LLMs) to enhance AI-generated responses. We will walk through a basic implementation using LangChain, OpenAI’s GPT, and a PostgreSQL/SQLite database for a trading application.
Bryan Downing
May 294 min read
20 views
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Fortifies Python Arsenal with Four New Advanced A.I.Trading Scripts
QuantLabs, a prominent name in providing resources and tools for quantitative traders and developers, has recently augmented its public collection of open-source tools with four sophisticated Python A.I. trading scripts.
Bryan Downing
May 2710 min read
15 views
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Oscillators to AI-Orchestrated Markets: Developer's Journey Through Quant C Coding Experiment
An in-depth exploration of experimental quant C and C++ projects, from implementing Ehlers' Cybernetic Oscillator and probing option theory to simulating mean-reverting processes and LPI volatility.
Bryan Downing
May 2312 min read
23 views
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Quant Developer Books AI, and the Enduring Value of Mastery
The world of quantitative finance and algorithmic trading or quant developer is in a perpetual state of evolution.
Bryan Downing
May 2210 min read
24 views
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Fractional Regime-Switching Models in Option Volatility and Pricing
The evolution of financial markets has necessitated increasingly sophisticated mathematical models to capture complex market dynamics. Traditional option volatility and pricing models, such as the Black-Scholes model, while foundational, often fail to account for the intricate behavior observed in real-world markets.
Bryan Downing
May 218 min read
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Exploring Financial Insights: Market Deep Analysis vs. Programming Quantitative Techniques – What Are You Primarily Interested In?
The question is simple yet profound: Are you primarily interested in market deep analysis reports on all asset classes, or in the programming code behind these reports using quantitative techniques?
Bryan Downing
May 208 min read
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Navigating the Quantitative Landscape: Deep Analysis vs. Technical Implementation – An Exploration
Is the greater interest in consuming and understanding comprehensive market deep analysis, or in developing the technical prowess to construct these analyses through programming and quantitative techniques?
Bryan Downing
May 208 min read
12 views
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Algorithmic Edge: Crafting Future-Proof Future Trading Strategies in an AI-Driven World
The confluence of sophisticated data analytics, the explosive growth of artificial intelligence, and the ever-present dynamism of global markets is reshaping how traders and investors approach future trading strategies development and execution.
Bryan Downing
May 1712 min read
32 views
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Unveiling Groundbreaking Python 3 Scripts from the Quant Programming Elite Fileshare
A Fresh Wave of Innovation Hits the Desktops of Top Quant Programming, Promising Enhanced Alpha and Deeper Insights
Bryan Downing
May 1610 min read
27 views
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Algorithmic Trading Course: Step-by-Step Guide to Moving Average Crossover Strategy
Unlock Python for financial analysis with a downloadable, robust, and clearly explained trading strategy script.
Bryan Downing
May 714 min read
25 views
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Unpacking Ken Griffin Account of "High-Frequency Trading's" Origin
Kenneth Griffin, the founder of Citadel and a towering figure in modern finance, commands attention not just for the staggering success of his firm – noted in the interview as the most profitable hedge fund in history –
Bryan Downing
May 512 min read
20 views
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Real-Time HFT Tracker: Monitor High-Speed Trades
. These reports represent distilled knowledge about market behavior, volatility, pricing anomalies, and risk-reward profiles. However, this knowledge remains inert until translated into a system capable of interpreting it and executing trades at machine speed. This introduces you to a way an HFT tracker can be built rapidly from my lastest rounds of reports I have showcased.
Bryan Downing
Apr 2412 min read
63 views
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Why Citadel Securities' C++ Guru is Already Eyeing C++26
Now, Citadel Securities, arguably one of the most sophisticated users of the language in finance, has signaled its deep commitment and forward-looking strategy by bringing aboard a C++ guru titan, Herb Sutter, who is already encouraging the firm—and implicitly, the industry—to get ready for C++26, the next iteration of the language standard.
Bryan Downing
Apr 238 min read
27 views
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Build AI Trading Agents with Python: Your Guide to Market Navigation
Building Intelligent Market Navigators: An Exploration of AI Trading Agents in Python
Bryan Downing
Apr 229 min read
27 views
0 comments


Can Smart Portfolio Management Lead to Wealth Without a PhD
The Apex Predator of Finance: Can Portfolio Management Offer Millions Without a PhD, Relying Solely on the Track Record?
Bryan Downing
Apr 216 min read
11 views
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