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.

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.

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.

The announcement, centered around the power of newly released Large Language Models (LLMs), showcases the rapidly evolving capabilities of AI coding in generating complex, high-performance C++ code for institutional-level trading strategies.

A Fresh Wave of Innovation Hits the Desktops of Top Quant Programming, Promising Enhanced Alpha and Deeper Insights

The drumbeat of Artificial Intelligence (AI) quant is impossible to ignore, and the world of quantitative finance is listening intently.

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.

However, the reality of implementing the Rithmic API often falls short of its promise, primarily due to the significant challenges

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

This article provides a comprehensive guide to building a real-time HFT system using Python for an aspiring quant developer.

For any aspiring quant researcher, grasping the fundamentals of HFT is crucial for any quant researcher