PeakoQuant

Translating CyberSec R&D into TradFi & DeFi Profit.
Past: CompSci Ph.D. | Sec R&D Founder | Big Tech SWE | DoJ

Building a solo quant stack from scratch.

[PeakoQuant @PeakoQuant]

To his 387k followers: just unfollow all 25k+ influencers. You are being manipulated. Actually, just get off social media. Period. Nobody is putting all that effort in to simply "share knowledge to give back and help" 😒.

[Citron Research @CitronResearch]

Today I was found guilty. Amongst other things, for recommending Tesla, Nvidia and Meta back in 2018.
Not once did anyone say I lied. The government’s own agent admitted it on the stand. There were no false statements.
So now a truthful opinion that ends up making money is illegal. Is this America?
We disagree with the jury and this does not stop here. We will keep fighting for free, honest speech and opportunity, the backbone of this country.
This is not over.

[PeakoQuant @PeakoQuant]

Built the physical HFT book/tape ingestion and oms. To get a true intuition for physics of it, an end-to-end synthetic data -> emulated processing -> simulated exchange is going to be a necessary tool. These things tend to escalate.

[PeakoQuant @PeakoQuant]

Disclaimer: slop.

[PeakoQuant @PeakoQuant]

@zostaff That's like saying there's been no new ideas from the Model-T to the McLaren W1. Still a car, but it's a helluvah leap.

[PeakoQuant @PeakoQuant]

@lobsterihno fear

[PeakoQuant @PeakoQuant]

The HFT math is just as brutal as portfolio risk modeling. With the added difficulty of a few microsecond cap.

[PeakoQuant @PeakoQuant]

I think I understand now exactly how these top firms operate, and I feel humbled 😆 It's doable though.

[PeakoQuant @PeakoQuant]

@ViewsOfPiyush @HangukQuant For pure core theory this is the seminal work. Improvements have been dripped out in the academic literature over the last decade, but I'm not aware of a book that puts it all together yet.

[PeakoQuant @PeakoQuant]

Learned and implemented the core of HFT Market Making over this last month. Highly recommend. My MFT and HFT mathematical frameworks have finally closed that loop. Whether they merge or not in practice, it helps to understand deeply.

[PeakoQuant @PeakoQuant]

@Samrn888 @HangukQuant

[PeakoQuant @PeakoQuant]

@HangukQuant Not a book, per se, I had in mind but the act of learning and building it. For books, though, this gives the 2015 version of the core, which is still relevant today.

[PeakoQuant @PeakoQuant]

@PtrPomorski Precisely why a solo quant, no matter how good their implementation or alpha, cannot compete in HFT on TradFi. Tier 1 HFT also use FPGA hardware for nanosecond-scale.

[PeakoQuant @PeakoQuant]

@PtrPomorski 30 years of institutionalization will do that, or like Daniel said she just has to take it to find another role. I know some mid-tier folks at Fidelity and it sounds like the typical shitshow I'd not be thanking, but folks gotta do what they do 😞

[PeakoQuant @PeakoQuant]

@HangukQuant @devjoshstevens @mustafap0ly They are degenerates from the top down 👍 All exchanges probably are, but they're really bad at hiding it.

[PeakoQuant @PeakoQuant]

@HangukQuant @devjoshstevens @mustafap0ly This is their solution to future ghost fill-type issues.

[PeakoQuant @PeakoQuant]

@HangukQuant Wallet address? 😅

[PeakoQuant @PeakoQuant]

Cascading "smart" router failures unwound today: in/outs backwards, signs inverted, leading 0 missing on selector, memory offset by 1. Yikes. Trading is easy.

[PeakoQuant @PeakoQuant]

@PtrPomorski I used to believe that too, it's nice. Hold on to it.