I had the pleasure to hang out with the good folks over at Resolve Asset Management recently. Part of our discussion centered around the differences between our two worlds. As you can imagine, prop trading is fairly different from institutional asset management. A topic of particular interest to

Giving software you wrote access to your or your firm’s cash account is a scary thing. Making a mistake when manually executing a trade is bad enough when it happens (you can take my word for it if you haven’t yet), but when unintended transactions are made by a piece of software in a tight loop

Put that machine learning tutorial down. Machine learning is for closers only. As some of you that were around back in the early of this blog may know, I always held high hopes for the application of machine learning (ml) to generate trading edges. I think like many people first coming across

A good discussion not to long ago led me to start a revolution against some data management aspects of my technology stack. Indeed it is one of the areas where the decisions made will impact every project undertaken down the road. Time is one of our most valuable resources and we need to minimize

Backtesting is a very important step in strategy development. But if you have ever went through the full strategy development cycle, you may have realized how difficult it is to backtest a strategy properly. People use different tools to implement a backtest depending on their expertise and goals.

Reports of my death have been greatly exaggerated ~Mark Twain Wow, it has been a while. Roughly four years have gone by since the my last post. It might seem like a long time for some, but coming out of college and hitting the ground running as a full-time trader made it seem like the blink of an