A little of what we're thinking.
Notes from our engineers, researchers and traders on markets, technology and the problems we work on.
Recent blogs
When Algorithms Meet the Market
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When a signal stops paying
Read moreTesting a matching engine you cannot pause
Read moreIndex rebalance, from the book side
Read moreLatency and the shape of adverse selection
Read moreRebuilding the risk gate in a single pass
Read moreWhat the close auction rewards
Read moreFitting fewer parameters on purpose
Read moreClock discipline across two colocations
Read moreLiquidity in the second tier
Read moreBacktests that lie quietly
Read moreDeploying to a live book
Read moreResearch reports
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