top of page


Quant AI Driven Journey into Algorithmic Trading with C++
concepts into the world of C++, a language synonymous with high-performance computing and the backbone of many institutional quant AI trading systems.
Bryan Downing
Jul 3110 min read


AI Day Trading Architect: A Deep Dive into a Vibe Coding Generated Trading System
we will dissect the architecture, technology, strategy, and profound implications of this groundbreaking approach to automated AI day trading.
Bryan Downing
Jul 2610 min read


Why Your Trading Track Record is the Only Lifeline in an Quant AI-Trading World
For aspiring and established professionals in banking, AI quant trading, and quantitative finance, the message is stark and unforgiving: adapt or be rendered irrelevant
Bryan Downing
Jul 2411 min read


AI Gauntlet: My 48-Hour Battle to Forge a Real-World Trading Tool and the New Rules of Quant Trading Firms
This is not a story of seamless success for quant trading firms; it's a dispatch from the digital trenches, a chronicle of a grueling two-day battle against degrading model quality, logical drift, and the frustrating opacity of the very tools we’ve come to rely on.
Bryan Downing
Jul 1810 min read


Derivatives Mandate: Why Futures and Options Are Non-Negotiable for Quant Trading Firms
The romanticized image of a trader in quant trading firms, running on gut instinct and adrenaline, is a ghost of a bygone era
Bryan Downing
Jul 1812 min read


Quant Career Endgame: Navigating Finance After 50 and Why Portfolio Management is the Ultimate Goal
In the glittering, hyper-competitive constellation of modern finance, the quant career analyst, or "quant," is a star of a peculiar brightness.
Bryan Downing
Jul 1616 min read


Quant AI Career Tips: Path to the Top in a World of AI and Fierce Competition
Their discussion transcends a simple interview, evolving into a masterclass for the next generation of quant AI.
Bryan Downing
Jul 1510 min read


Half a Million to Be Kind: The Truth About Hudson River Trading Careers
Yet, within this landscape, Hudson River Trading Careers (HRT) has cultivated a reputation as a remarkable exception.
Bryan Downing
Jul 97 min read


The Modern Quant: Navigating a Diverse and Complex Financial Landscape
Quantitative analysis, the engine of modern quant and finance, has evolved dramatically from its origins in simple options pricing to a multifaceted discipline that touches every corner of the global markets.
Bryan Downing
Jul 79 min read


The Dawn of the AI Quant: Deconstructing a System that Generated 20% Overnight
Today, we stand at the precipice of a new revolution, one driven by (Artificial Intelligence) AI Quant that doesn't just execute pre-programmed commands but actively analyzes, strategizes, and even builds its own operational dashboards.
Bryan Downing
Jul 311 min read


Data Provider Disaster: A Financial Modeling Prep API Review & Alternatives
This article reviews one such experience with Financial Modeling Prep API (FMP), highlighting recent issues and offering alternative solutions for those seeking reliable financial data.
Bryan Downing
Jun 264 min read


Forget Research: The New Path to a $2.5M Quant Jobs is Coding
Supporting them are quant jobs of developers, the elite programmers tasked with translating these theoretical models into robust, high-performance code.
Bryan Downing
Jun 1610 min read


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


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


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


Overview of the Project: Nonlinear Correlation Analysis
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!
Bryan Downing
May 309 min read


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


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


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


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
bottom of page