FormulaDeltaOne's profile picture. QR, HFT

Formula δ1

@FormulaDeltaOne

QR, HFT

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AMA - Shill me your HFT/algo strategy idea and I’ll tell you why it won’t work.


Some people suddenly gained personality and started to be creative with the rise of LLM chatbots… 🤨


__Wild patterns about spread behavior during volatility__ … they widen. * shocked Pikachu face *

New tutorial just dropped: In Python, analyze millions of market book updates in minutes.... See some wild patterns about spread behavior during volatility - and which exchanges actually have the tightest quotes 👀

christinaqi's tweet image. New tutorial just dropped: In Python, analyze millions of market book updates in minutes.... 
See some wild patterns about spread behavior during volatility - and which exchanges actually have the tightest quotes 👀


OKC - SGA >> Nuggets - Joker and they took them to game 7. Just saying…


Big HFT is gonna come for you for this crazy alpha leak!

If algorithmic stock prediction doesn't work, how do these patterns work? Are you saying it's all a lie?!

burkov's tweet image. If algorithmic stock prediction doesn't work, how do these patterns work? Are you saying it's all a lie?!


Formula δ1 reposted

Arragffmh! "Do you do volume?" Almost every project I speak with. No, it's not our job as a market maker to 'do volume'. We provide and manage quality liquidity in your order books - that's it. "Why do you ask if we 'do volume'"? "Because the exchanges we want to list on…


Just to clarify. If you’re slinging one-lots in your PA, market impact is probably the last of your concerns.

If you ever feel depressed or burnt out, remember that there are people who backtest intraday strategies without adjusting for market impact.



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