A Deep Dive into Recent Research and Practical Tools Introduction Traders are always on the lookout for the slightest edge that can turn a profit. One crucial aspect that can provide this edge is understanding the dynamics of the Limit Order Book (LOB). The LOB, a record of outstanding orders for a particular asset, is the heart of most modern…

This is a story of transformation, a journey of a South Florida-based hedge fund startup that dared to dream big in the realm of HFT and electronic trading in the institutional forex market. …

A must for any software engineer trying to enter into the financial industry. Are you looking to optimize your trading systems for high-frequency trading? Do you want to unlock the full potential of your software and drive success in the fast-paced world of finance? …

In the world of high-frequency trading, every millisecond counts. The competition to create the fastest and most efficient trading systems is fierce, and financial institutions must make a critical decision: whether to use a software-based or an FPGA (Field Programmable Gate Array) based trading system. …

Low-latency networks and direct market access. Co-location services Advanced algorithms and machine learning techniques Data management. Advanced trading platforms and software. High-frequency trading (HFT) is a type of algorithmic trading that uses advanced computer systems and algorithms to execute trades at high speeds and in high volumes. The technology behind…

Introduction Building a Quant HFT on the forex market could be much more challenging than with other markets. Why? Because of the fragmentation, the need for high-quality data sources you will need, and the cost involved in the overall operation. Of course, all those challenges can be offset by the number…

Traders that are not using FX aggregators are trading blindly. It is very well-known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, and non-banks, all of them providing liquidity. Each of them provides unique prices at different tiers, in de-centralized architecture. All these different venues…

If you have been following, you already know that I have always been focused on low-latency trading systems. Assuming that your trading system is nice and running as expected, the problem is how to monitor and visualize all the data at such speeds (under microseconds). This has been the reason…

I get this question all the time, and it is a very, very hard question to answer. So, I decided to create a list to keep it at hand for the next time somebody has the same question. Then, I decided to publish this list on social media with the…