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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 
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Publication Name: Tr8dr

Brief description: Musings about strategies, statistics, computer science, numerical techniques.

Publication URL: http://tr8dr.wordpress.com

RSS Feed: http://tr8dr.wordpress.com/feed/

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Joined: October 10th, 2011

Activity

Tr8dr wrote a new blog post titled Blog Moved

After a long hiatus, have started writing again., however have moved the blog to GitHub. The new URL is: https://tr8dr.github.io   Advertisements
(244 days ago)

Tr8dr wrote a new blog post titled Market-Making Portfolio & Hedging

With market making we can try to be neutral by skewing prices in such a way as to maintain a neutral position.   To the extent that the market can become 1-sided (in momentum) or may have large sized requests … Continue reading →
(1120 days ago)

Tr8dr wrote a new blog post titled Bitcoin, In its own Universe?

Investors are often looking for uncorrelated returns so as to better diversify.   If one looks at world indices &  equities, there is much less diversity between assets than there was a decade ago, indeed the cross-market correlations are remarkably … Continue reading →
(1153 days ago)

About:

These are my musings about strategies, statistics, computer science, numerical techniques, etc.    I am a quant / developer, now trader, living in the New York area, just back from the UK, where I headed an algo pricing & strategies team.   I have now set up shop on my own to trade a mixture of medium high-freq and low frequency strategies.

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Tr8dr 2419 days ago

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Tr8dr 2419 days ago