concepts into the world of C++, a language synonymous with high-performance computing and the backbone of many institutional quant AI trading systems.

While this is undoubtedly true, a recent podcast based on Jane Street insight, one of the industry's most successful and secretive firms, has pulled back the curtain on a different, yet equally critical, domain: the physical world.

we will dissect the architecture, technology, strategy, and profound implications of this groundbreaking approach to automated AI day trading.

In the relentless arena of financial markets, the modern trader is besieged by a deluge of data, a cacophony of signals, and the...

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

The dream of a personal, automated trading system—an AI trading bot-powered alchemist that turns market data into gold—is no longer the exclusive domain of hedge funds and quantitative powerhouses.

A stark new dividing line is being drawn, not by a market crash or a regulatory shift, but by a version number: Cpp 26.

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.

https://www.youtube.com/watch?v=TrCfhizFZdw

The Simplicity Advantage: Why Streamlit Outshines Grafana and QuestDB for Trading Algorithm Simulations. There is a reason why you should...

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.

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.

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 –

. 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.

In the fast-paced world of automated trading, where milliseconds can translate into significant profits or losses, the ability to...

The world of quantitative finance, or with quant trading firms (HFT)  operates at the intersection of sophisticated mathematics, vast datasets, and high-speed computation.

Over the past two decades, top high-frequency trading firms (HFT) has transformed financial markets across the globe.

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

Understanding these elements of inputs for options futures and other derivatives is crucial to grasping the inner workings of these powerful

While traditional data providers offer snapshots of market activity, they often lack the depth and speed required for sophisticated analysis