BBaileyinmathsmusings.hashnode.dev·Mar 12, 2025 · 9 min readHigh-Frequency Trading & Reinforcement Learning. Building a Simple Order Book and Market Making Bots in PythonEver wondered how high-frequency trading firms profit from small price movements of assets? Let’s build a couple simple market making bots in Python, one rule based, and another utilising reinforcement learning in order to find out. Market Making As ...00
BBaileyinmathsmusings.hashnode.dev·Oct 16, 2024 · 9 min readModelling MLB Team Performance: A State Space & Bayesian ApproachMajor League Baseball is the second richest sports league in the world, generating more than $11 billion in annual revenue. It also has boasts the highest fan attendance per season among all leagues. Given this financial scale, baseball analytics has...00
BBaileyinmathsmusings.hashnode.dev·Apr 14, 2024 · 11 min readRaindrops & A Game Of DiceDisclaimer: If you’d rather visit my interactive web app, extended from this project, than read this article, you can visit it here: https://dicegame123.streamlit.app/ While exploring quantitative research interview questions, I came across one that ...00
