Hello, I'm studying HFT strategies, market makers algorithms and trading algorithms for specific goals (like minimization of overall transaction...
Recently I've started to research about order book models and HFT (incidentally). Note: Although I don't intend to trade this way, I need to...
1. Derivatives and, in particular, options, have always fascinated me: modeling is mathematically interesting involves numerical estimation...
Hello, I've traded options and futures contracts in the past as a part time job and a hobby. A long time ago I learned the basics of the...
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