Categories
Algos 101: TWAP
Category: QUANTS
With automated trading and algorithmic execution strategies accounting for 85% of equities trading, its no secret algos have become a useful implementation tools in Futures markets. Algos have a lot going on from TWAP vs brISK, to implementation and slippage cost; and that’s just the tip of the ICEBERG. So what better way to educate […]
EATING THROUGH THE STAY-AT-HOME ORDERS FOR THE QUANT ENGINEER
Category: QUANTS
California, Washington, New York, and now Illinois have been issued stay-at-home orders. With restaurants closed and the work from home rules in effect, gone is the easy access to the well-stocked office kitchens and pantries. We wondered how the RCM-X team of quants and engineers would survive. Note: Our team of mathematicians, physicists, and […]
QUANTS, ALGOS, AND AI
Category: QUANTS
A recent graphic by Tractica shows that over $7.5 Billion dollars is forecasted to be spent on Algorithmic trading strategy improvement via AI in the next 10 years. Wow! That’s a lot of quants in the world’s payroll. What exactly is a quant? How do algorithms (algos) fit in? And what does Artificial Intelligence […]