Tag: #market-microstructure
Writing on GPUs, LLMs, MLOps, Kubernetes — and mindset · 2 posts
Market Microstructure & Algorithmic Trading Theory 2026 Deep Dive: LOB, Almgren-Chriss, Avellaneda-Stoikov, Kyle Lambda — A Complete Guide
The 2026 toolkit of market microstructure — LOB modeling, Almgren-Chriss optimal execution, Avellaneda-Stoikov market making, Kyle lambda (information asymmetry), Glosten-Milgrom adverse selection, Hawkes point processes
2026-05-25 · 15 min read #market-microstructure#limit-order-book#almgren-chriss#avellaneda-stoikov#kyle-lambdaHFT (High-Frequency Trading) Firms 2026 Deep-Dive — Citadel Securities, Two Sigma, Jane Street, Optiver, Jump, Virtu, IMC, Tower ♪ Listenable
Once a target of public criticism after the 2010 Flash Crash, HFT now intermediates more than 50% of US equity volume, 60% of US options, and 70% of European ETFs in 2026. Citadel Securities alone reported $23B revenue i
2026-05-25 · 21 min read #hft#high-frequency-trading#citadel-securities#two-sigma#jane-street