If you have a background in ECE and are interested in hardware, you might like the role of FPGAs engineers at HFTs. Quite an interesting and high-paying role, highly competitive though. To know more about FPGA Engineering:

Machine learning should be the priority of engineers freshers, rather than starting their skilling journey with HTML/CSS. The trend and the demand of the tech industry is evolving and so should you.

Correct formula to calculate profit from a trade is:- Number of lots * ( highest profit made in a day during the lifetime of a trade)

A really good material for Market Microstructure. Enrol for free and do complete it. Market Microstructure: https://t.co/9fexM92C6L… Thank me later! #Quant #QuantitativeFinance

Really nice read!

So, don’t just code in cpp, understand cpp.

In HFTs, it’s not just about writing code that works, but code that works faster than everyone else’s. Understanding how your system interacts with hardware, how data flows through the CPU cache, and how to minimize latency at every layer is where the real edge lies.

Pro tips for aspiring Quants: While most people focus on being good at C++, very few dive deep into the real differentiators: memory management, cache optimization, network latency, hardware affinity, and efficient use of multi-core architectures.

Please read ‘flor’ as flow.

PS:- Take it as a self-research project. I am yet to start the last committed guided project due to time crunch on my side.

I think the following project can be a good hands on for those targeting HFTs:- - To calculate ‘Order Flor Imbalance’ and building a HFT signal using the results. Who all can take the challenge? Nominate yourself now, either in comment or through Quote with a set deadline.

The moment when you optimize everything in your strategy… but latency is still very high.

Volatility models in Quantitative Finance are used to model the volatility surface. What is Volatility Surface? The plot of Implied Volatility of options across expiry time and strike price. Some popular vol models:- 1. Local Volatility Model 2. Stochastic Volatility

It is quite intriguing to me how our perspective on things changes as we grow -> I wanted to move out of my village since childhood, now I try to get back to my family as soon as I get slots. -> I was very much interested in UPSC since childhood, but since past 4 years, I am

Okay so an agent takes an action such that the expectation of future reward is maximum ~ Reinforcement Learning Future of Quantitative Finance??

It’s easy to make fun of LinkedIn because of the nonsense posts a few people put up. But when the need arises, the same folks will be the ones turning to LinkedIn and sending cold DMs for referrals. So, no need to be ashamed of using a platform for yourself should the need

It’s just as difficult to survive and grow at an HFT firm as it is to get in.

Key probability distribution to master for Quant interviews:- 1) Bernoulli 2) Binomial 3) Hypergeometric 4) Geometric 5) Negative Binomial 6) Exponential 7) Poisson 8)Normal 9) Chi-Square

Dave- 28 years old