Market orders are optimal when inventory and depth imbalance are at extremes, to add more flavor to David Holt 🌴 point 1/3

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Change in round trip order placement response times during the dump earlier today: FTX: 100ms --> 300ms Kraken: 25ms --> 500ms BFX: 5ms --> 15ms

So far applying linear regressions to many more statistical problems in HFT has born me so much more fruit than toying with and tweaking some boosted trees or NN architectures on a few selected problems.

"You're a fraud. You're an absolute fraud." - CME Group CEO Terry Duffy recalls his encounter with Sam Bankman-Fried last March. Listen to the whole interview with Terry, RiskReversal Media & Guy Adami: podcasts.apple.com/us/podcast/on-…

To jest zdjęcie z ekranu ukraińskiej OPL w pierwszych minutach inwazji. Ktoś wrzucił, wtedy kiedy jeszcze nie wiedział że nie powinien.

🇵🇱 The Polish diaspora, with an impressive 20 million individuals residing outside of their homeland, stands as one of the largest in the world—surpassing even India's 18 million expatriates! This incredible pool of talent presents a golden opportunity for Poland to harness the

Backed to the crypto world, lets make some new analysis.

Now might be a great time to buy $btc $eth. 🚀 #Bitcoin #Crypto

Closed entrie lev positions today. 3 weeks trading, highest return on open positions 250%, finally around 100%, for me enough. Tommorow we can start again. It was huge oportunity to earn easy money. Small spot position still open (entry in sept).Need to finish mid frequency algo.

market flat to FOMC, #altcoins very week. don't dream on another +30% now. $BTC $ETH new ATHs -> very strong, but Imaging what altcoins do when btc will down -10% #Crypto

Order State diagrams like this look complex, but are battle tested Attempts to simplify means you're accepting nested/coupled states somewhere else in the stack

Very useful reference sheet for exchange locations. Some are not in AWS (Alibaba Cloud) or this is outdated so not 100% accurate but still v. useful for most: docs.google.com/spreadsheets/d…

In 2024, Hyperliquid 1) redefined the crypto meta to put community above all. With Hyperliquid, there are no investors, no market makers, and no fees paid to any company. Billions of dollars of value were created by a common vision and relentless hard work. This value went

Long on BTC, ETH, SUI, HYPE, SUSHI, ENA

basically every 'quant' library in python is a waste of time.

I have worked in AI research prior to trading, deployed machine learning models to prod both in industrial applications & in trading the only models other than OLS i have used that actually make serious money trading, are quantile regression & ridge regression curious.

I received a lot of surprised comments about me saying 60k lines code is not a lot for a trading system. So let’s dive into that today!