Electronic Trading | Tech Lead Quant Developer @sisSoftware Twitter profile

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

After almost a year of hard work, I'm excited to announce my book: 𝐂++ 𝐇𝐢𝐠𝐡 𝐏𝐞𝐫𝐟𝐨𝐫𝐦𝐚𝐧𝐜𝐞 𝐟𝐨𝐫 𝐅𝐢𝐧𝐚𝐧𝐜𝐢𝐚𝐥 𝐒𝐲𝐬𝐭𝐞𝐦𝐬: a guide for those looking to dive into the world of financial trading systems using C++. 🛒 Now available for pre-order on Amazon.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

Throughout my career, I worked with systems that needed to balance performance and flexibility. In low-latency systems, choosing the right data structure is crucial for efficiency, enabling rapid access and minimal overhead. I wrote about this topic in my recently published

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

C++ High Performance for Financial Systems Coding examples: #cpp #cplusplus #finance #hft #SoftwareEngineering #java #Rust

GitHub - PacktPublishing/C-High-Performance-for-Financial-Systems-

Contribute to PacktPublishing/C-High-Performance-for-Financial-Systems- development by creating an account on GitHub.

github.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

#eth flash crash in real-time #cryptocurrency #btc #bitcoin #gdax #blockchain #fintech #finance #strategy #crypto #market

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

soon, I'll be releasing a book with code examples in C++ #cpp #orderbook

QuantPrep🚀

@quant_prep

11 months

How to build an efficient Limit Order Book with the following operations: - Add: O(1) - Cancel: O(1) - Execute: O(1) The idea is to build a binary tree of Limit objects sorted by price, each of which is a linked list of Order objects Get it here👇

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

Finding the best containers to implement a Limit Order Book: - Why a binary tree is not a good choice! (code example) #cpp #cplusplus #algorithms #quantitative #finance #SoftwareDevelopment

C-High-Performance-for-Financial-Systems-/chapter03/exploring_binary_tree.hpp at main · PacktPubl...

Contribute to PacktPublishing/C-High-Performance-for-Financial-Systems- development by creating an account on GitHub.

github.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

because trying to predict randomness will never succeed. Better, try risk management

pedma

@pedma7

7 months

Numerai is a crowd-sourced AI hedge fund. They paid $72,002,141 to data scientists to beat the market. Despite these efforts, since 2019, it has underperformed the S&P500. Why is trading the hardest problem in the world?

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

Have the cover ready for my upcoming book! C++ High Performance for Financial Systems: Building Efficient and Optimized Financial systems leveraging the power of C++ I will be sharing the table of contents soon!!! #cpp #lowlatency #financial #hpc #hft #trading #cplusplus

Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

My upcoming book: C++ High Performance for Financial Systems Soon I will be able to share more! #cpp #HFT #quants #hpc

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

It's incredibly rewarding to see such an engaging and positive initial analysis from someone whose opinion I highly value. Thanks! 🙏🙏🙏

Herik Lima on LinkedIn: I would like to publicly express my gratitude to Ariel Silahian and… | 17...

I would like to publicly express my gratitude to Ariel Silahian and Shrinidhi M V for their trust in providing me, firsthand, with a copy of the book "C++ High… | 17 comments on LinkedIn

www.linkedin.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

During my career, I probably backtested and ran +5000 strategies. Using TA and/or microstructure strategies. My conclusion has been that there is no Holy Grail, no free lunch, and most of the strategies/models are random. The only thing that separates you from winner/loses is

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Trading at light speed: designing low latency systems in C++ David Gross from Optiver – Meeting C++ 2022 Great video! #trading #hft #highfrequency #lowlatency #cpp #cplusplus #rust #softwareengineer #softwareengineering

This link will take you to a page that’s not on LinkedIn

lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

My upcoming book: C++ High Performance for Financial Systems Soon I will be able to share more! #cpp #HFT #quants #hpc

Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

soon, I'll be releasing a book with code examples in C++ #cpp #orderbook

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

I've been extremely busy working on re-bumping the #opensource project #VisualHFT and huge performance improvements. New big things are coming. Also, the commercial version @VisualHFT Reference: #Analytics #hft #marketdata #realtime

GitHub - silahian/VisualHFT: VisualHFT is a cutting-edge GUI platform for market analysis, focusing...

VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Boo...

github.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

I'm looking for software engineers Pleasen DM #1 - .NET/C# and #WPF . Strong experience with Profiling hpc systems, and financial industry experience and #2 - C++ experience profiling (vtune) and strong in building low latency systems

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data #Python #finance #trading

GitHub - shashankvemuri/Finance: 150+ quantitative finance Python programs to help you gather,...

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data - shashankvemuri/Finance

github.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

always comment your code 🤣😅

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

When building low latency Limit Order Books (and any low latency system), Big O's is not the only answer. This repository is using maps, which must be avoided at all costs if you are latency sensitive. @ locality @ cache friendliness @ having the hot path warmed up among other

QuantPrep🚀

@quant_prep

8 months

How to build an efficient Limit Order Book with the following operations: - Add: O(1) - Cancel: O(1) - Execute: O(1) The idea is to build a binary tree of Limit objects sorted by price, each of which is a linked list of Order objects Get it here👇

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 months

In #HFT , simplicity is key. - Use pinned threads to a core with busy spinning for queue management, ensuring constant attention. - Remember, memory location matters for speed, from L1 Cache (5ns) to main memory (100ns). #HFTBestPractices #LowLatencyTips #lowlatency

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 months

Master your programming language for High-Frequency Trading. In C++, to minimize latency: - understand each instruction's impact on memory - avoid complex data structures - avoid expensive exception handling - what else? #cpp #PerformanceOptimization #hft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

I've been wondering why @binance doesn't provide Level 3 market data. Lack of transparency? Most probably yes, that's what their limit order book shows us.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

How do I design high-frequency trading systems and its architecture. Part I

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

Let's get practical: How market-makers use #VPIN 1/3 As a barometer of market health, VPIN helps market-makers assess liquidity and the balance between informed and uninformed trades. Real-time insights into order flow toxicity are crucial for adapting to the ever-changing

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

🚨 BREAKING NEWS: Book give-away!! 📘 My publisher granted me 5 copies of "C++ High Performance for Financial Systems" to share with my network. Ideally for those passionate about finance and tech intersections. 👇 Please share your thoughts on how C++ shapes financial

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Update: added a demo "Core Trading System" to feed the main system and be able to visualize some data. The demo will be connecting to real-time data from Coinbase and Binance github opensource project: VisualHFT #hft #DataScience #trading #markets #realtime #buyside #sellside

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

When talking about market microstructure, the "Market Bias" metric is an extension of the "Market Resilience" indicator. It aims to quantify the market's directional tendency after a significant trade, offering insights into the prevailing sentiment among traders and investors.

VisualHFT

@visualhft

10 months

Have you ever thought about what happens in the market after a large trade? We've broken it down in our latest article. It's more intriguing than you might think! #visualHFT #MarketInsights #TradingStrategy

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

5 years

What do you think about our new setup? . #stockexchange #financialmarkets #derivatives #hedgefunds #fx #forex #trading #stocks #finance #fintech #banks #quant #algotrading

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

If you see a high number of canceled orders compared to actual trades (a high Cancellation-to-Trade Ratio), it usually means one of two things: 1️⃣ Traders are changing their minds a lot 2️⃣ There’s a lot of super-fast trading going on ( #HFT ) At least you have a way to adjust

VisualHFT

@visualhft

11 months

# 6/8 For traders, monitoring CTR can enhance decision-making. Understanding whether a market is tentative or decisive helps in tailoring your trading approach accordingly. #SmartTrading #traders #daytrading #visualHFT

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

In this thread, I will share some tips and best practices on how to design and optimize your trading systems for ultra-low latency, essential for high frequency trading. #hft #software #cpp #trading #lowlatency

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Everything related to quantitative trading and high-frequency trading from a perspective of a software developer. #trading #crypto #fintech #forex #bigdata #fx #stocks #hedgefunds #banks

This link will take you to a page that’s not on LinkedIn

lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

building something new! #HappyThanksgiving

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 months

How do market makers use game theory to their advantage? 1. Traders seek to profit from the spread between the buy and sell prices by continuously placing limit orders. 2. Game-theoretic models help in determining the optimal pricing and placement of these orders, taking into

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

BTW, this feature is available in the #opensource version. Find it on #GitHub

VisualHFT

@visualhft

9 months

Users of #𝙑𝒊𝙨𝒖𝙖𝒍𝙃𝑭𝙏 can leverage #𝘝𝑃𝘐𝑁 in various ways: ⭐ 𝐈𝐝𝐞𝐧𝐭𝐢𝐟𝐲𝐢𝐧𝐠 𝐌𝐚𝐫𝐤𝐞𝐭 𝐓𝐫𝐞𝐧𝐝𝐬 ⭐ 𝐀𝐥𝐠𝐨𝐫𝐢𝐭𝐡𝐦𝐢𝐜 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 ⭐ 𝐏𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐀𝐝𝐣𝐮𝐬𝐭𝐦𝐞𝐧𝐭 #portfoliomanagement #portfolio #trading #algotrading #marketstructure

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

𝐑𝐞𝐚𝐥-𝐓𝐢𝐦𝐞 𝐕𝐏𝐈𝐍 𝐟𝐨𝐫 𝐀𝐝𝐯𝐚𝐧𝐜𝐞𝐝 𝐌𝐚𝐫𝐤𝐞𝐭 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭 𝑉𝑃𝐼𝑁 𝑓𝑜𝑟 𝑉𝑜𝑙𝑎𝑡𝑖𝑙𝑖𝑡𝑦 𝑃𝑟𝑒𝑑𝑖𝑐𝑡𝑖𝑜𝑛: High VPIN values, notably above 0.7, have been correlated with increased market volatility, signifying imminent market

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

Continuing this series: Let's get practical: How market-makers use #VPIN 2/3 Check the previous post: 𝐕𝐏𝐈𝐍 𝐢𝐧 𝐈𝐧𝐯𝐞𝐧𝐭𝐨𝐫𝐲 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭 𝐚𝐧𝐝 𝐑𝐞𝐚𝐥-𝐓𝐢𝐦𝐞 𝐃𝐚𝐭𝐚 𝐔𝐭𝐢𝐥𝐢𝐳𝐚𝐭𝐢𝐨𝐧 An essential aspect of market-making is

Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

Let's get practical: How market-makers use #VPIN 1/3 As a barometer of market health, VPIN helps market-makers assess liquidity and the balance between informed and uninformed trades. Real-time insights into order flow toxicity are crucial for adapting to the ever-changing

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

"Trading System Performance Unleashed: Mastering Latency and Efficiency in High-Frequency Trading." Valuable resource for finance professionals seeking to optimize their trading systems. Get your copy today! #trading #fintech #highfrequencytrading #hft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

@quant_xbt In other markets like fx or futures that would be unacceptable.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

I'm a quant in an investment bank. It's not what you think - eFinancialCareers

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

The Rise of Technology the eQuant Strategies and the Future of Technology in the Finance Industry

"The Rise of Technology the eQuant Strategies and the Future of Technology in the Finance Industry"

Quantitative trading, or quant trading, has become increasingly popular in the finance industry as a way to make investment decisions based on mathematical models and algorithms. These strategies use...

www.linkedin.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

The book is available on Amazon

C++ High Performance for Financial Systems: Build efficient and optimized financial systems by...

C++ High Performance for Financial Systems: Build efficient and optimized financial systems by leveraging the power of C++

www.amazon.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

@quant_arb As one of those who tried to implement every MM paper out there, I can tell that most of them won't work. Execution quality is far from perfect and queue prediction is "impossible".

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

HFT: A New Race to Zero Latency is Starting? - Electronic Trading Technology - SiS Software Factory via @GoogleNews #trading #finance

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

𝐖𝐡𝐚𝐭 𝐢𝐬 𝐋𝐎𝐁 𝐑𝐞𝐩𝐥𝐞𝐧𝐢𝐬𝐡𝐦𝐞𝐧𝐭? LOB Replenishment involves monitoring the recovery of the order book's depth and spread following large trades. It's essential because it indicates how quickly and effectively a market can stabilize after substantial order

VisualHFT

@visualhft

10 months

Market Resilience is not just about price recovery; it's also about how fast the order book depth is replenished after large trades. A key insight for traders. #MarketDepth #TradingStrategy #visualHFT

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

Winter in Florida is like...

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

How AI Startups Are Changing the Business of Trading #finance #hedgefunds #fintech #trading #algotrading

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Update: I wanted to share some of the mockups i have to implement in the project. Lot of useful analytics are coming 😎 #github #opensource project: VisualHFT #hft #DataScience #datavisualization #trading #markets #marketmaking #buyside #sellside #fixedincome #analytics

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Saudi Arabia: Algorithmic Trading On Tadawul: Permitted Or Not? #finance #hedgefunds #arabia #dubai #trading #shortselling #crypto #uae Nasdaq Dubai Abu Dhabi Securities Exchange Abu Dhabi Investment Authority (ADIA)

This link will take you to a page that’s not on LinkedIn

lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Best Practices on HFT low-latency software engineering 1. Programming Language 2. Types and data structures 3. Avoid Exception Handing 4. Threads handling 5. Caches handling 6. Layers of abstraction 7. Warming up the data #hft #highfrequencytrading #lowlatency

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

C++ will be used for the next 50-100 years in financial services If you're toying with the idea of learning C++ for a job in financial services, drawn by the promise of huge pay but put off by the awareness that it's really not an…

This link will take you to a page that’s not on LinkedIn

lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

I can stay the whole night contemplating how manipulations are in place at @binance for #BTCUSD 🎉 #visualhft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

market microstructure metrics in real time #visualhft

VisualHFT

@visualhft

11 months

Thread 1/8: Let's talk about metrics. How to Gauge Market Sentiment with Cancellation-to-Trade Ratio (CTR)📊 #TradingAnalytics #MarketSentiment #visualHFT

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

BackTesting High-Frequency Trading in #Forex Backtesting high-frequency trading strategies is always a subject of discussion. #backtesting #fx #efx #marketmakers @Investingcom @TopForexNewsCom @forex @ETForex @FOREXcom @FXStreetNews @FXCM @ForexFactory @ForexLive @DailyFX

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

After several days of trying, I finally got a nice & clean limit order book reconstruction from the "full channel" on @CoinbaseExch . The most granular data. Now we will be able to extract a lot of hidden metrics.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

understanding of market resilience can lead to more effective trading strategies that capitalize on rapid market changes. #visualHFT #hft #trading #quants

VisualHFT

@visualhft

10 months

Have you ever thought about what happens in the market after a large trade? We've broken it down in our latest article. It's more intriguing than you might think! #visualHFT #MarketInsights #TradingStrategy

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

Quants take a hit as fundamentals go back to the forefront #finance #hedgefunds #fintech #trading #algotrading

Ariel Silahian on LinkedIn: #finance #hedgefunds #fintech #trading #algotrading

Quants take a hit as fundamentals go back to the forefront #finance #hedgefunds #fintech #trading #algotrading

www.linkedin.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

How visualize the full depth of the LOB in one chart. We had the following: - built w/ #wpf - 5 levels of depth - source @Binance #btcusd - light green/red bubbles are our orders ( #marketmaking ) - bottom chart in blue, is the spread #marketdepth #limitorderbook #marketresearch

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

FIX Protocol sniffer: Customer needed to collect all their incoming & outcoming #FIX messages. We are working on a small system to collect all #fixapi packages for later analysis without interfering their current systems: #trade #analytics , #monitoring , #latency checks, #risk

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

Setting up an automated liquidity provider system for our #crypto #exchange client. Enjoy the setup. #quantitative #hft #fintech #algotrading #algorithmictrading #hedgefunds #blockchain #cryptocurrency #bitcoin #btc #tokensale #btcusd

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Making $2,000 a Month With Crypto #fintech #trading #algotrading #quantitative #quant #quants #forex #cryptos #bitcoin

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

How do I develop Trading Systems?

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

folks, always keep an eye on the cache

quantrade

@kirizhik

1 year

@BeatzXBT @sisSoftware @binance l3 is more about individual orders staff, individual order lifetime, age, queue etc and of its fils

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

Part II

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lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Why #Quantitative #Funds have been struggling? They are facing 3 major issues: 1. #Fees and #Cost 2. #Execution issues 3. Lack of new #Models Which one is the most important in your opinion? #hedgefunds #banks #quants #quantitative #finance #fx #forex

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

Master your programming language for High-Frequency Trading. In C++, to minimize latency: - understand each instruction's impact on memory - avoid complex data structures - avoid expensive exception handling - what else? #cpp #PerformanceOptimization #hft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

About 97% of orders are canceled in US stock markets before trading. #SPOOFING #hft #trading #surveillance @NYSE @NasdaqExchange @Nasdaq

VisualHFT

@visualhft

11 months

# 8/8 Want to dive deeper into how CTR can refine your trading strategy? Follow us for more insights and updates on cutting-edge trading metrics. #VisualHFT #traders #hft #DayTrading

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Using the latest advancement #fintech #trading #algotrading #quantitative #quant #quants #ai #ml #bigdata #datascience

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

5 years

Artificial Intelligence a #fintech #trading #algotrading #quantitative #quant #quants #hft #ai #hedgefunds #fx #crypto

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 months

'Spoofing’ case might draw back curtain on high-speed trading firms. #hft #trading

‘Spoofing’ case might draw back curtain on high-speed trading firms

Seven broker-dealers including Citadel Securities face a challenge from a cancer vaccine company

www.ft.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

What I’ve learned after coding for HFT and Low Latency Systems

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

10 Things That Affect the Profitability of a Trading System What factors affect the profitability of an automated trading system? Here is a list of the 10 things in no particular order. #trading #crypto #algotrading #finance #hedgefunds

This link will take you to a page that’s not on LinkedIn

lnkd.in

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

Often asked what indicators #hft #trading strategies use. We have added more metrics and will be publishing them soon.

VisualHFT

@visualhft

10 months

Cancellation-to-Trade Ratio in High-Frequency Trading #hft #visualhft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 years

What 2hs of a real HFT trading system looks like

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

They’re The World’s Fastest Traders. Why Aren’t They Thriving?

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

We open-sourced #VisualHFT because all we saw during our careers was a repeated pattern. Always.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

Setting up an automated liquidity provider system for our #crypto #exchange client. Enjoy the setup. #quantitative #hft #fintech #algotrading #algorithmictrading #hedgefunds #blockchain #cryptocurrency #bitcoin #btc #tokensale #btcusd

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

5 years

Quant Finance Master #fintech #trading #algotrading #quantitative #quant #quants #hft # #markets #hedgefunds #fx #forex

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

Real-time monitoring is crucial in HFT. Implement robust logging and monitoring in your C++ code to quickly respond to anomalies. Use an independent system to monitor everything. #visualHFT #TradingSystems

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

What happened to e-trading in fixed income? #fintech #algotrading #hedgefunds #quants #hft

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

Many #trading analysis platforms do not provide real-time market visualization, especially of the Level 3 order book data, which contains the full depth of the market. That's why we created @visualhft #marketdata #algotrading

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Stay up to date with AP Insights #fintech #trading #algotrading #quantitative #quant #automation #exchanges #api #fix

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

One of the most challenging and exciting components of #HFT software development is the market data feed handler. The market data feed handler is responsible for receiving, decoding, and processing the market data from various sources, such as exchanges, brokers, and vendors.

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

Could Deep Learning Dethrone HFT?

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

10 Things that Affect the Speed of a Trading System

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

DIY quant models are the hot new thing for Chinese investors #fintech #trading #algotrading #quantitative #quant

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

11 months

If the number is low, it means that once traders place their orders, they’re likely to go through with the trade. Is this the ideal scenario for most algos 🤔 #algotrading #trading #finance

VisualHFT

@visualhft

11 months

# 6/8 For traders, monitoring CTR can enhance decision-making. Understanding whether a market is tentative or decisive helps in tailoring your trading approach accordingly. #SmartTrading #traders #daytrading #visualHFT

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

A Trader So Secret They’re Only Known by a Number Just Made Over $200 Million in One Month

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

4 years

The Ethical Dilemma of High-Frequency Trading: the Future of Tradi #finance #hedgefunds #fintech #trading #algotrading

Ariel Silahian on LinkedIn: #finance #hedgefunds #fintech #trading #algotrading

The Ethical Implications with Algorithmic Trading Between the 2000 dot.com boom and bust and the "Big Short" of the 2008 credit crunch, we heeded the wisdom…

www.linkedin.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

How do I design high-frequency trading systems and its architecture. Part I

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

3 years

We bought ours!!

Denis Bakhvalov

@dendibakh

4 years

I can't believe it!😅 After more than a year of writing, I finally released my first book.🎉 Read it to understand your application's performance on a modern CPU and learn how to improve it. Available for FREE download (PDF) today!⤵️ Please RT! (1/4)

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

1 year

Next challenge: create an aggregated limit order book with all the level 3 feeds coming from multiple venues. I know, i know, is not that complicated. But, when trying to make it asset & venue agnostic gets complicated. Plus real time, plus in C# …. becomes exhausting … 😅

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

2 years

Blog talking about: - Electronic Trading - Trading Desks technology - High Frequency Trading (HFT) - Trading Systems & Algorithmic Trading 👉👈 #investing #hedgefunds #hft #algotrading #banks #hft #riskmanagement #fintech #crypto

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

How J.P. Morgan Asset Management went #fintech #trading #algotrading #quantitative #quant #hedgefunds #finance #quants

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 years

How do I design high-frequency trading systems and its architecture. Part I

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

Do You Know What Your Algo is Doing at any given moment?

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

10 months

fascinating. We are adding something similar into #visualhft

Saeed

@saeedamenfx

10 months

Detecting Toxic Flow #QuantLinkADay

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 months

I really appreciate the honest review from a colleague, and it’s readers like this who make all the late nights worth it 🙏

Ariel Silahian on LinkedIn: Big thanks to you Herik Lima The time and thought you put into review...

Big thanks to you Herik Lima The time and thought you put into reviewing my book means the world. It’s awesome to hear that the book hit the mark for a…

www.linkedin.com

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

5 years

Goldman Sachs is spending $100 million to shave milliseconds off s #fintech #trading #algotrading #quantitative #quant

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

8 years

How to Set Up Your Own High Frequency Trading Firm

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

7 months

This is what's happening now: real-time analysis of order book depth and flow can reveal optimal execution windows, even within your chosen #TWAP timeframe, to exploit transient liquidity opportunities. This level of granular insight transforms a straightforward TWAP into a

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

9 months

#VisualHFT 's integration of real-time VPIN, complemented by its notification system, offers a comprehensive solution for leveraging VPIN's insights. Let me explain how with some examples in this thread 🧵 #marketmaking #vpin #riskmanagement #quants #quantitativeresearch

VisualHFT

@visualhft

9 months

In our recent post, we go deep unveiling the Power of Real-time VPIN and its story. We go over the most renown scholars to show you how to use this powerful metric! #Finance #quantitativefinance #quants #hft #vpin #datascience #ResearchPapers #VisualHFT

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Electronic Trading | Tech Lead Quant Developer

@sisSoftware

6 years

Buy-side throws doubt on RFQ for equities #fintech #trading #algotrading #quantitative #quant #hft #hedgefund #quants

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