My top 2 blogs for info on #HFT and #Quant
When I was researching the HFT and Quant industry for my current project I came across these 2 blogs which have become my ‘go to’ resources for up to date information on the industry.
Hosted by Ernie Chan. Ernie is the Managing Member of QTS Capital Management, LLC. Ernie has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. He received his Ph.D. in physics from Cornell University and was a member of IBM’s Human Language Technologies group before joining the financial industry. He was a co-founder and principal of EXP Capital Management, LLC., a Chicago-based investment firm. He is also the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" published by John Wiley & Sons in 2008.
Recent posts include:
Hedge fund transparency and "barometers"
When cointegration of a pair breaks down
http://highfrequencytradingreview.com/
Hosted by Mike O’Hara, an ex-derivatives trader with 20+ years experience of selling and supporting financial technology solutions, in the front, middle and back office. For most of the last ten years or so, Mike has been self-employed as an independent consultant. He originally created the High Frequency Trading Review because he’s particularly interested in the fast-developing world of high frequency and algorithmic trading, and wanted to have a platform to discuss the players, the technology, the news stories, the controversy and everything else that makes HFT such a fascinating topic.
Recent posts include:
HFT Case Study – Allston Trading
FPGA, The Next Wave of HFT Technology?
The project I’m working on is Terrapinn’s Quant Invest Australia conference to be held in Sydney in November. Get in touch for more information.
