Intracommodity spread betting

So being a Quant Finance student I constantly get exposed to different types of derivatives etc. And being the “trend following” guy that I am, I’m always interested in looking at the price of something over time, simply to check if there’s any “obvious” trends I can spot. So U.S. Treasury bills/notes was one of… Continue reading Intracommodity spread betting

Brief update from London

So just to give you all a brief update and let you know I haven’t abandoned my blog. Moved over to London as you might know, and just finished the first two (induction) weeks at my new school. A lot of stuff going on, a lot of interesting people and new friends 🙂 So basically… Continue reading Brief update from London

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HFT book review

So I’ve been trying to push my self into writing a book review of “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems”, written by Irene Aldridge. But I’m not really a book review kind of guy, so I’ve been putting it off. It’s been ages since I last wrote a book review, so I thought I would link to a few reviews and then give a few notes instead.

In general I view this book as an intro book. It eases the readers journey by starting out with the evolution and business aspects of HFT, before diving into the more technical parts. It also has a metric ton of references throughout the book for those interested in a deep dive.

Warning: Don’t do HFT on the Oslo stock exchange!

On my way home from work today, the front page on the news paper Dagens Næringsliv caught my attention. It says “Tiltalt for Ã¥ ha lurt aksjerobot”, which translates to something like “Prosecuted for having fooled shares robot”.

So what is this? Socialism on a stock exchange? Poor bot owner, who had a non-optimal sub-performing algorithm that lost them money? Or are the people at Oslo stock exchange just not getting high frequency trading, or not liking it? Or are they loving the high volume that algorithmic trading might bring them so much that they try to protect the big fishes?

Rebooting my life

Scott Addison sums it up quite well with two words: trepidation and optimism. As I’m preparing for London, selling my apartment, giving away or selling most of my stuff, my car. Packing up my beloved stereo; I’m addicted to music, and good music requires a great stereo. It’s close to complete now, just about a… Continue reading Rebooting my life