Alpha decay is something that will really test your resiliency. Going from printing every day to flat / bleeding gets pretty depressing. At times it’ll feel like every improvement you try and make has little to no effect on pnl in prod, you can’t get discouraged, keep grinding.

Started building hft infra in c++ and it’s actually been a surprisingly enjoyable experience

a punter with an nfp profile pic talking about “locking in” is the twitter equivalent of a stripper talking about making sensible life choices

=-= Exciting news! =-= We are partnering with DGN Quant, an HFT Dev that runs his own firm to create a series of articles where you'll be able to create your very own HFT Market Making System in Rust by following along. The articles can be found in my profiles description.

New article time! This time we simply cover some important updates and also have a roadmap for all of the existing articles since some people have been getting overwhelmed by how much content is already out there. Link is in my profiles description.

There won’t be a second date, but at least now she knows what a matching engine is

“unpleasant to interact with”, this is just cope, being a self proclaimed intellectual doesn’t preclude you from developing a personality. Being abrasive objectively makes your life and career worse, if you were so smart you’d figure out how to be both competent and personable.