Quant Trading

Quant Trading news and articles

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Through the step by step guidance in this blog, you will learn to become professional in the algo trading field. You will learn about the required resources to equip yourself with the necessary skills to help you master algo trading roles....


Keywords: quantitative analysis, statistic, swift, quant
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High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial research has shown stellar performance on many quantitative trading tasks. However, most methods focus on low-frequency trading, e.g., day-level, which cannot be directly applied to HFT because of two challenges. First, RL for HFT involves dealing with extreme...


Keywords: quantitative trading, bitcoin, cryptocurrency, algorithms,
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Blockchain trade intent auctions currently intermediate approximately USD 5 billion monthly. Due to production complementarities, the auction is combinatorial: when multiple trade intents from different traders are auctioned off simultaneously, a bidder (here called solver) can generate additional efficiencies by winning a batch of multiple trade intents. However, unlike other combinatorial auctions studied in the literature, the auction has no numeraire. Fairness is a concern as the efficiencie...


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This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight their accuracy, robustness, and adaptability to the volatile cryptocurrency market. Our comprehensive analysis reveals the strengths and limitations of each model, providing critical insights for developing effective trading strategies. We employ both machine le...


Keywords: machine learning, algorithmic trading, bitcoin,
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Despite significant progress in deep learning for financial trading, existing models often face instability and high uncertainty, hindering their practical application. Leveraging advancements in Large Language Models (LLMs) and multi-agent architectures, we propose a novel framework for quantitative stock investment in portfolio management and alpha mining. Our framework addresses these issues by integrating LLMs to generate diversified alphas and employing a multi-agent approach to dynamically...


Keywords: deep learning, framework, quant
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In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization. During the COVID period (2019-2022), this dual-model approach achieved a 83% return with a Sharpe ratio of 0.77. It incorporates two risk models to enhance risk management, showing efficiency during volatile periods. The methodology was implemented on the Qua...


Keywords: machine learning, neural network, optimization,
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What is the demand elasticity of statistical arbitrageurs that invest according to the advice of modern cross-sectional asset pricing models? Thirteen models from the literature exhibit strikingly inelastic demand, in contrast to classical models that rely on statistical arbitrageurs to create elastic market demand for assets. This inelasticity arises from the difficulty of trading against price changes. A quantitative equilibrium model shows that aggregate demand remains inelastic even with the...


Keywords: statistic, quant
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Discover the Best APIs for Real Time Market Data andAnalysisPhoto by IndraGunawanWith Yahoo Finance transitioning to paid service, many users are looking for affordable and reliable alternatives to access comprehensive financial data. Whether youre d...


Keywords: ios, design, analytic, algorithmic trading
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Themenschwerpunkte und MedienpartnerschaftenIn Zukunft werden wir oft gar nicht mehr merken, wenn wir es mit einer KI zu tun haben. Die futurezone sprach mit der KI Forscherin Elizabeth Churchill ber die Zukunft der Mensch Maschine Beziehungen.Bei de...


Keywords: nft, knn, silicon
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Sie wollen internationale bzw. Grnder innen mit Migrationshintergrund dabei helfen, den DACH Markt zu erobern Der neue Accelerator Be Founder bietet Interessierten ein sechs Monate langes Programm, das einen umfassenden Lehrplan, der praktische Schu...


Keywords: network, startup
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If you like playing daily word games like Wordle, then Hurdle is great game to add to your routine. There are five rounds to the game. The first round sees you trying to guess the word, with correct, misplaced, and incorrect letters shown in each gue...


Keywords: game
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Nachhaltigkeit wird immer mehr zur Pflicht. Mit der Corporate Sustainability Reporting Directive CSRD , dem Energieeffizienzgesetz EnEfG und dem Recht auf Reparatur soll zumindest die Geschftswelt ein Stck nachhaltiger werden....


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Themenschwerpunkte und MedienpartnerschaftenBis Mitte 2025 sollen die Standorte in Pasching, Wien und Salzburg geschlossen werden. Betroffen sind 170 Mitarbeiter.Der muss seine sterreichischen Standorte schlieen. Wie der deutsche Sportartikelherstell...


Keywords: knn, nft
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Themenschwerpunkte und MedienpartnerschaftenDrei Magenta und A1 untersttzen Betroffene durch Aufhebung der Limits innerhalb sterreichs. A1 hat mit Ausfllen zu kmpfen.Die Mobilfunker und untersttzen Betroffene und Helfer der Unwetter. Sie schalten fr...


Keywords: knn
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img style border 0px none margin 0px padding 0px align right alt width 60 height 34 src Online Abzocke ist ein lukratives Geschft, gegen das Browser mit Sicherheitsfunktionen ankmpfen. Doch die besten Funktionen helfen nichts, wenn...


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