People have been overwhelmed with the amount of content so there will be a roadmap for what articles to read at the end of this article!
Team Expansion and Collaborations
We have been expanding our team and are releasing more, longer and higher quality articles that cover a broader variety of topics! Especially in the area of infrastructure and code we’ve made a lot of improvements. Special thanks goes out to anyone that has contributed!
Rust Market Making Infrastructure (DegenQuant)
We are collaborating with
(@DegenQuant on X), an HFT Dev running his own firm, who just started his own substack so go check that one out! We are gonna release a series of articles on my substack where we will build out a whole HFT Market Making system in Rust. The first article should be released in a couple of weeks time and then there will be an article each week.OnChain Statistical Arbitrage (BowTiedDevil)
We are collaborating with
(@BowTiedDevil on X) who has written extensively about all things DeFi and OnChain trading. We are gonna be combining my knowledge of quantitative finance and his knowledge of DeFi to find statistical arbitrages on Uniswap. This will also be a whole series with some of the articles over on his and some of the articles over on my substack.Discord Now Free
The discord server is now accessible to anyone with a special section for paid subscribers! If you want to get access to the paid section just send me a dm on discord (vertoxd) with your email.
Discord: https://discord.gg/X7TsxKNbXg
Roadmap
There is content on all kinds of topics in quant on my substack and people have been getting overwhelmed. Here is what you should read if you are looking to learn certain things.
Market Making
Statistical Arbitrage
Momentum
Options
Note: We just started writing about options recently, there are many more articles coming out soon!
Implementation
Important Techniques and Models
Backtesting
Mathematics
Note: There is currently another big article in work that will cover fast backtesting with polars!
Those are just a few of many many articles! We have almost 70 articles already. Most of the ones not listed here cover very specific topics and are one-off articles covering things like specific strategies or specific topics like how to reduce trading costs or our series on genetic algorithms for alpha discovery. Feel free to scroll through the articles, there are many gems such as the big Risk Management article:
The comment section under this article is open to everyone. Please share your thoughts and suggestions! Excited to see you on the discord server: https://discord.gg/X7TsxKNbXg