Tag: Algorithmic

Hello Algorithmic Trading: A Journey into the World of Automated Profits

Introduction As an engineer, I find joy in exploring various technologies and learning about the diverse areas where they can be applied. Algorithmic trading is one such fascinating field that is not only challenging but also quite intriguing. The prospect of writing a trading bot that can genera...

Lessons from 7 Years of Algorithmic Trading Research and Development

I have been on a journey since mid 2016 to learn how to trade algorithmically which is a data-driven method of using a set of rules to define buy/sell decisions on financial instruments. This is also referred to as quantitative and systems trading. Please note that I do not come from a background of...

Verifying the Origin of Media in an Algorithmic World

Distinguishing authentic human-produced media from deepfakes or other algorithmically generated media is notoriously difficult. Existing tools produce a probability that given media is generated, but certainty is elusive. In the coming years, verifying the authenticity of political an...

I spent two years Building An Algorithmic Crypto Trading Platform and have just released it!

I would like to start by saying that I’m excited to finally be able to write this article and share this project with the world. Aesir was built by a small team of developers over the course of two years. This development cycle allowed us to run through a closed and open beta and ensure tha...

How fast is it, really? — On latency, measurement, and optimization in algorithmic trading systems

Software engineers within the world of low-latency automated trading (colloquially known as “high-frequency trading” or HFT) obsess over speed. From purchasing private bandwidth between microwave towers to analyzing x86 instructions from different compiler versions, those with experience...

Solving the Three Jugs Problem: A Precise Formulation and Algorithmic Approach

The Three Jugs Problem is a classic puzzle that challenges your ability to measure a specific quantity of water using three jugs of different capacities and a faucet. In this technical blog, we’ll delve into the problem formulation and explore a strategy to solve it. Problem Formulation ...

AutoML for Algorithmic Trading Strategy Development

Automated Machine Learning (AutoML) plays a crucial role in crafting trading strategies driven by algorithms. In this tutorial, we’re going to walk you through AutoML, why it’s a game-changer in trading, and get you acquainted with two awesome AutoML tools, TPOT and H2O.ai. Create...

Covehithe: Algorithmic landscape

Covehithe is an expression of my deep connection to a remote stretch of coastline near my hometown in England. Rather than setting out to create literal landscape scenes I wanted to find a new authentically algorithmic interpretation of the landscape. This means using certain rudiments of landscape ...

Verifying the Origin of Media in an Algorithmic World

Distinguishing authentic human-produced media from deepfakes or other algorithmically generated media is notoriously difficult. Existing tools produce a probability that given media is generated, but certainty is elusive. In the coming years, verifying the authenticity of political an...

Studying Up: Reorienting the field of algorithmic fairness around issues of power

As academics, so much of our power lies in how we frame the problems we aim to solve, in formulating the right question. Yet, the academic community dedicated to the pursuit of “fair” algorithmic systems has not taken enough time to develop the right set of questions in pursuit of thi...

Algorithmic Dysphoria: The Transgender Experience in a Data-Driven World

You don’t notice some patterns exist until you start breaking them. Like a daily routine that you don’t notice until you miss an alarm, the unspoken rules, expectations, and assumptions present in our everyday interactions lay as dormant subtext, only bubbling to the surface when someone...

Algorithmic Glider Design— Stitching Surfaces

So now we have concave surfaces, we need something better than the pyramid shape to start from. I took a traces outline of an aerofoil that I wanted to extrude into 3D: Traced resolution: 0.5 in y and 1 in x To turn this into a solid I needed to extrude the points along the z direction....

Algorithmic Glider Design— Stitching Surfaces

So now we have concave surfaces, we need something better than the pyramid shape to start from. I took a traces outline of an aerofoil that I wanted to extrude into 3D: Traced resolution: 0.5 in y and 1 in x To turn this into a solid I needed to extrude the points along the z direction....

Implementing Mean Reversion Strategies in Algorithmic Trading

In algorithmic trading, mean reversion strategies are widely used to identify and exploit deviations from the average price of a financial asset. These strategies assume that prices will eventually revert back to their mean or average value. By taking advantage of these price movements, traders can ...

Implementing Mean Reversion Strategies in Algorithmic Trading

In algorithmic trading, mean reversion strategies are widely used to identify and exploit deviations from the average price of a financial asset. These strategies assume that prices will eventually revert back to their mean or average value. By taking advantage of these price movements, traders can ...