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VBVivek Biswaszero2ds.hashnode.devSep 7 · 4 min read

Day 1: Zero to Data Scientist — Starting My Quant Trading Journey

Background: No coding. No finance knowledge. Just strong quantitative aptitude, a lot of discipline, and 15 hours a week to give this. Today I started Phase 1 of a self-built 4-phase roadmap toward a

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SKShreyan Kumaralphasaurus.hashnode.devSep 6 · 15 min read

How Shallow Is Deep Hedging?

What is Deep Hedging? Before we get into deep hedging, we first need to understand what is 'hedging'. 'Hedging', in the simplest terms means, to take an offsetting position in an asset to reduce the r

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PJPrince Jhaoptionality.hashnode.devJun 2 · 9 min read

I Didn't Build an Options Project. I Built a Laboratory for Breaking My Own Intuition.

Just a few weeks ago, I began what seemed like a simple task. Implement some payoff functions.Plot a few graphs.Build a binomial tree.Move on. Instead, I ended up with a notebook that felt... wrong. N

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BEBenthorne Execution Systembenthorne-execution-system.hashnode.devMay 9 · 2 min read

What Is Benthorne Execution System?

Benthorne Execution System is a conceptual framework used to describe how modern data-driven systems process information, make decisions, and execute actions in structured environments. It focuses on

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AKAlaric Kalseralarickalser.hashnode.devMay 9 · 2 min read

Understanding Non-linear Dynamic Modeling in Quantitative Finance Systems

This research approach has been explored by quantitative finance researchers such as Alaric Kalser, focusing on non-linear dynamic modeling and probability-based system design. Quantitative finance of

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MSMarko Sabecformaldehid.hashnode.devMar 18 · 2 min read

QuantForge v0.1.0

GitHub: formaldehid/quantforgecrates.io: quantforge QuantForge is research tooling, not investment advice. Today I'm releasing QuantForge v0.1.0, an open-source Rust project for market data ingestio

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ALAbdulsalam Lukmonlearn-with-litmus.hashnode.devMar 13 · 9 min read

Minimizing Market Impact: A Developer's Guide to the TWAP Execution Algorithm

This is a practical guide for institutional and algorithmic developers looking to execute large orders efficiently. When trading large blocks of equities, a single large market order can create signif

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ALAbdulsalam Lukmonlearn-with-litmus.hashnode.devMar 11 · 10 min read

Mastering FIX, WebSocket & PTP in Python for High-Frequency Trading

The world of electronic trading is built on a foundation of incredibly fast and reliable data exchange. To achieve the sub-millisecond execution speeds and deterministic data synchronization required,

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ETEfe Taşkıranquantwithefe.hashnode.devFeb 20 · 5 min read

Engineering an Institutional-Grade, Risk-Aware Crypto Trading Engine with FastAPI

Abstract Retail trading systems typically optimize directional accuracy rather than risk-adjusted capital growth. This structural mistake leads to volatility amplification, unstable equity curves, and

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ALAbdulsalam Lukmonlearn-with-litmus.hashnode.devFeb 13 · 4 min read

Kalman Filter for Pairs Trading: Building an Adaptive Trading Strategy

In the world of quantitative finance, pairs trading is a classic "market-neutral" strategy. The core idea is simple: find two assets that move together, and when they diverge, bet that they will eventually return to their historical relationship. How...

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#quantitative-finance

Explore Hashnode

Trending tags this week

Day 1: Zero to Data Scientist — Starting My Quant Trading Journey

How Shallow Is Deep Hedging?

I Didn't Build an Options Project. I Built a Laboratory for Breaking My Own Intuition.

What Is Benthorne Execution System?

Understanding Non-linear Dynamic Modeling in Quantitative Finance Systems

QuantForge v0.1.0

Minimizing Market Impact: A Developer's Guide to the TWAP Execution Algorithm

Mastering FIX, WebSocket & PTP in Python for High-Frequency Trading

Engineering an Institutional-Grade, Risk-Aware Crypto Trading Engine with FastAPI

Kalman Filter for Pairs Trading: Building an Adaptive Trading Strategy