Algorithms & HFT

40 articles · grouped by level

Intermediate (32)

• 31k-Star Open Source: Turning Market Noise into Systematic Decisions 2026-04-23
• 20 Months of Self-Taught Quant: From Retail to Probabilities 2026-04-17
• The Sound of Risk: Acoustic Signals for Volatility Forecasting 2026-04-17
• TCN for Quant: Clearer Time-Series Deconstruction 2026-03-30
• Why Causal Convolution for Quant? Avoiding Look-Ahead Bias 2026-03-27
• Supervised vs. Reinforcement Learning: AI Trading Strategies 2026-03-23
• LOF Arbitrage: Pricing, Engineering, and Code 2026-01-24
• Tushare vs East Money: The Hidden Bias in Daily Returns 2025-11-24
• AI-Powered Mispriced Options: Skew Trading Without Code 2025-10-17
• China Customs Probe: The End of the Hardware Race in HFT 2025-10-11
• XGBoost Time-Series Attribution: Diagnosing Outages 2025-09-20
• PDF Is All You Need (3): From Galton Board to Expected Value 2025-08-08
• Probability Theory Axiomatized: From Gambling to Kolmogorov 2025-07-31
• Quant Interview Trap: Probability of Random Points on a Circle 2025-07-24
• LLT Strategy Backtest: 25% Annualized or Fatal Flaws? 2025-07-21
• Monte Carlo: A Brutally Simple Tool for Quant Risk 2025-06-05
• GBDT Regression Secrets: Beyond DeepSeek 2025-03-09
• Automated Triangle Pattern Detection for Quant Trading 2025-02-25
• Validating HDBSCAN for Stock Selection via Cointegration 2025-01-11
• HDBSCAN Clustering for Pairs Trading: 99x Speed Boost 2025-01-07
• Is an 85% Accurate ML Model a Money Printer? 2024-12-06
• Rocket Science for Trading: Derivatives Detect Elliott Waves & Factor Alpha 2024-11-05
• Low Volume, Low Price? Backtesting Shanghai Index Data 2024-10-13
• PCA, DWT, and XGBoost: A Machine Learning Trading Strategy 2024-09-03
• FFT for Stock Prediction: Decomposing Market Cycles 2024-08-26
• Millennium’s 2024 Brainteaser: Decoding the 3^2025 Puzzle 2024-07-10
• Look-Ahead Bias: Easy to Understand, Easy to Get Wrong 2024-05-16
• Low-Volatility Factor Rises in Importance After New Rules 2024-04-22
• KS Test, Generalized Hyperbolic Fit, and Buying SSE Dip 2024-01-05
• Genetic Algorithms in Quantitative Trading 2023-12-20
• Brilliant Code in Just a Few Lines 2023-12-19
• How to Normalize Factors for Deep Learning Strategies 2023-12-16

Practitioner (8)

• Vance Harwood’s Passing, AI in Finance, and Dynamic Thresholds 2026-09-28
• Jev Model Enters Quant World: 56GB China A-Share Dataset 2026-09-26
• Quantide Loop 2026-09-21: Kimi 3.1 Rumors, AQR on HFT & EMH 2026-09-21
• Quantide Loop: Step 5 MoE, SHFE Options, and AQR Factor Insights 2026-09-20
• Sharpe >4? A-Share Data Standardization Pitfalls 2025-11-28
• TCN Postscript: Why High Win Rates Fail in Live Trading 2025-11-26
• Picking Nickels in Front of a Steamroller: Quant Risks 2025-09-26
• Beyond Out-of-Sample: Advanced Overfitting Detection for Quant Strategies 2024-08-19

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