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Ultra Low Latency High Frequency Market Making: A Comprehensive Analysis of the Avellaneda-Stoikov Framework with Order Flow Imbalance Enhancement
This article presents an exhaustive examination of an institutional-grade market making system that combines the seminal Avellaneda-Stoikov optimal market making model with Order Flow Imbalance signals to achieve consistent risk-adjusted returns while maintaining sub-microsecond processing latencies.
Bryan Downing
5 hours ago20 min read


Designing and Implementing a High-Performance Trading Gateway: A Comprehensive Architectural Overview
In summary, this is a high-performance trading gateway using Futures and options for HFT with C++ in VS Code with live Rithmic data.
Bryan Downing
12 hours ago16 min read
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