Market-Making Portfolio & Hedging [0.13]

Posted on May 2, 2015, 3:54 p.m. by Tr8dr @ [source]


Bitcoin, In its own Universe? [0.09]

Posted on March 29, 2015, 10:10 p.m. by Tr8dr @ [source]

Investors are often looking for uncorrelated returns so as to better diversify. If one looks at world indices & equities, there is much less diversity between assets than there was a decade ago, indeed the cross-market correlations are remarkably high.

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Musings on HFT in Bitcoin [0.09]

Posted on March 14, 2015, 6:46 p.m. by Tr8dr @ [source]

I have 4 Bitcoin L3 exchange feeds running smoothly out of a data center in California (which is slightly closer to Asian exchanges and Coinbase than the east coast).

Bitcoin trading & order volume is quite far from the hyper-fast moving equities, FX, or treasuries markets.

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OxyPlot, Bitcoin progress, etc. [0.12]

Posted on Feb. 28, 2015, 11:41 p.m. by Tr8dr @ [source]

I’ve been a bit distracted recently brainstorming some blockchain-related ideas with colleagues, and working on a research & trading UI.

I wanted to build a UI to allow me to observe and develop better intuitions around order book characteristics.

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Bitcoin: Needs Cross-Exchange “Prime Brokerage” [0.14]

Posted on Feb. 11, 2015, 11:59 p.m. by Tr8dr @ [source]

Ok, what I am going to say here is probably Bitcoin heresy, in that I am going to advocate more centralized clearing and management of assets wrt exchange trading.

I want to be able to scale trading in bitcoin and execute across multiple exchanges.

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Bitcoin L3 Feeds: Status [0.12]

Posted on Feb. 10, 2015, 11:49 p.m. by Tr8dr @ [source]

Given the above, can reconstitute the orderbook as it moves through time, and can likewise be used to create BBO quotes and bars of different granularities.

I am happy to share the collected data, though if becomes too burdensome, may need to find a way to host and serve it properly.

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Bitcoin Exchanges: State of the Market [0.07]

Posted on Feb. 8, 2015, 1:50 p.m. by Tr8dr @ [source]

In the previous post outlined intention to put together high quality L2/L3 feeds for the top 4-5 bitcoin exchanges, collect L3 data, and provide a consolidated live orderbook for trading.

BTCChina is, by far, the largest exchange, however appears to have shoddy technology (at least on the market data side).

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Consolidated Source of Data for Bitcoin [0.12]

Posted on Jan. 28, 2015, 12:55 a.m. by Tr8dr @ [source]

It seems like every other month there is a new bitcoin exchange. For the purposes of trading research & backtesting it is important to have historical data across the most liquid exchanges.

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Reinventing the Wheel [0.08]

Posted on Jan. 27, 2015, 8:39 p.m. by Tr8dr @ [source]

I guess I am old enough to have seen the wheel reinvented a number of times in both software infrastructure and financial technology spaces.

When one writes to HDFS, HDFS distributes blocks of data across nodes, but with no explicit way to control of data / node affinity.

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Bitcoin, why I am still interested [0.05]

Posted on Jan. 14, 2015, 3:03 p.m. by Tr8dr @ [source]

Bitcoin has been in a (mostly) negative trend from its high (~1175) to, as of today, a low of 165, since early 2014. It has also been associated with negative news across the year, concerning: bitcoin theft, shoddy exchanges, illicit uses, etc.

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