This is a summary of links featured on Quantocracy on Sunday, 07/09/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Hacking a HFT system [Financial Hacker]Compared with machine learning or signal processing algorithms of conventional trading strategies, High Frequency Trading systems can be surprisingly simple. They need not attempt to predict future prices. They know the future prices already. Or rather, they know the prices that lie in the future for other, slower market participants. Recently we got some contracts for simulating HFT systems in