Electronic Trading | Tech Lead Quant Developer
@sisSoftware
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Passionate about HFT and C++. Expert in market microstructure, low-latency systems, and algorithmic trading. Connect on LinkedIn for more updates.
New York City ๐ฝ
Joined January 2010
the latest articles about electronic trading, hft and low latency architecture. ๐ electronicTradingHub #electronictrading #hft #trading #crypto
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We just hit 1k stars on the open-source VisualHFT repo. Itโs not a big number, sure, but for us, itโs a bit more than that. If you're managing a desk and you feel like you're guessing why your slippage is high, have a look at the repo. Point it at your order book and see the
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Every finance person needs to watch this episode from season 4 of Industry:
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Liquidity could be hidden, but that, does not mean you cannot discovered deep into the microstructure. We are building advanced metrics. #visualhft #markets #microstructure #liquidity
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Fun Long-Weekend Project: Why I Built SimCapital? (inspired by SimCity, of course). Iโve always wanted to visualize the chaos of capital markets: making complex microstructure feel intuitive rather than just rows in a spreadsheet. SimCapital translates the concepts from
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We just hit 1k stars on the open-source #VisualHFT repo. Small achievement, and a challenge to keep growing the community. #hft #marketmicrostructure #electronictrading #fintech @visualhft
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tfw you spent 6 months optimizing your Neural Net just to get front-run by a simple C++ loop because your inference took 5ms. ๐ญ โStop trying to jam the brain into the hot path. You aren't trading; you're just building a very expensive latency buffer. โThe alpha is gone before
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The Limit Order Book is one of the most critical components when designing #HFT systems. This is why ๐ ๐ฏ The Limit Order Book is the backbone of any trading system, maintaining a real-time record of all outstanding limit orders in the market. Itโs the key to matching buyers
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Fun Long-Weekend Project: Why I Built SimCapital? (inspired by SimCity, of course). Iโve always wanted to visualize the chaos of capital markets: making complex microstructure feel intuitive rather than just rows in a spreadsheet. SimCapital translates the concepts from
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God bless America, and all those who defend Her. ๐บ๐ธ
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Look at this guy. He was accused of stealing Goldman Sachs' high-frequency trading code (even though he made $400,000 per year). He was arrested by the FBI and taken to court. And he won. Here's the crazy story:
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10 great trading accounts to follow on ๐ by trading topic.๐ Day Trading: @BearBullTraders Stock Market: @DanFitzpatrick Trading Coach: @austinsilverfx Options: @Ardi_Aaziznia Trading Journal: @tradesviz Market Analysis: @Jake__Wujastyk Technical Analysis: @alphatrends
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8 essential formulas for algorithmic trading cheat sheet:
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If you are looking for an excellent books on how to understand crossborder liquidity (since that is the biggest risk right now), read these: (bookmark this!)
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