Quant Trading Live Report

In this informative and thought-provoking episode, Brian from quantlabs.net discusses a significant topic pertaining to the future of Quant. He addresses a subreddit post regarding the inherent demand for quant in the next five to ten years. While highlighting the undeniable potential impact of AI on the growing industry, he also offers listeners invaluable advice, critical insights and answers to various comments from the online community. Brian contemplates on the matter of AI developing to replace many sectors, regardless of seniority, and further changing the landscape of Quant. Utilizing both ChatGPT and Google Gemini's latest version, Brian encourages users to employ AI to generate lucrative ideas and implementations. He responds to a comment suggesting domination by those with PhDs in statistics and physics, and shares his insights on the drastic influence AI will have on making markets more efficient. Moreover, Brian delves into further comments about the future of math PhDs in the industry. He dissects how AI influences the software engineering field and the potential implications for quant and modelling research. Brian ponders over a statement suggesting no need for quants in the future due to market efficiency and draws parallels with the SEO industry. The discussion further extends to the introduction of AI in markets and the resulting consequences for various sectors. Drawing the podcast to a close, Brian addresses several humorous and thought-provoking comments, leading back to the role of AI. He provides a fitting conclusion to the conversation about the future of quant, emphasizing both the potential opportunities and threats AI imposes. For individuals keen on learning more about the quant world, Brian points you to informative resources on quantlabs.net and invites you to engage in the discussion on their Discord server. Tune in for unique perspectives and valuable insights.

In this insightful episode, Brian from quantlabs.net reveals how to maximize your trading experiences using TraderPost.io and Interactive Brokers. This step-by-step guide covers setting up and connection processes, benefits of the platform, and how to deal with potential difficulties. From Interactive Brokers' unique single connection feature to TraderPost.io's automatic daily reset option, this episode provides all the need-to-know details. Learn how to set up confirmation via email for every trade, ensuring utmost security and peace of mind. In the latter part of the discussion, Brian simplifies TradingView's alert box setup with practical tips and addresses the common confusion between strategy definitions in TradingView and TraderPost.io. This segment is invaluable for anyone seeking to harness the full potential of these incredible platforms. The episode further delves into TraderPost.io's strategic code usage with Pinescript and its seamless integration with popular platforms like TradingView and Interactive Brokers. For safeguarding your transactions and mitigating risks, solutions are shared that are proven to be effective and reliable. Additionally, Brian unveils the future plans of TraderPost.io involving support integrations with renowned brokers such as Coinbase and Kraken. This episode not only offers tangible tips but also provides an adaptable outlook on trading techniques in relation to market changes. It is an essential listen for savvy investors and beginners alike who want to explore and excel in automated trading.

In this instructive video, Brian from SmallLabs.net provides a detailed walkthrough of TraderPost.io's back-end functionalities. This trading solution hosts a range of user-friendly features - from custom code support to Discord bot creation, and comprehensive live trading options. Get your free trading books at https://quantlabs.net/books/ One of TraderPost.io's most impressive features is its extensive webhook connectivity, enabling users with no programming knowledge to execute trades in supported platforms such as TradingView. Moreover, the platform supports a plethora of reputable live brokers, including Interactive Brokers, TradeStation, TD Ameritrade, and Coinbase, with more to come in the future. Prior podcast here Your Solution for Executing Trades with TradingPost.io - QUANTLABS.NET In this detailed discussion, Brian focuses on the importance of understanding the asset classes available, the associated costs, and selecting the correct account tier based on desired asset class. Explore the potential of trading three asset classes at a cost of $200 per month, and the restrictions linked with opting for a single asset class. Cryptocurrency trading is highlighted as a case study, with emphasis placed on the volatility of the asset class, and the options available for trading ETFs through Interactive Brokers. In addition, Brian speculates on the future inclusion of Bitcoin and Solana on the same platform. The video also delves into the benefits of employing TradingView's open-source strategy, providing viewers with a guide on selecting their preferred strategy, and utilizing the platform's extensive Pine script library. We also explore the challenges and potential solutions related to linking with the Trader Workstation (TWS), and connecting with Interactive Brokers via TradingPost.io's web portal. In regards to security, Brian discusses the risks associated with connecting to a broker via a public URL or webhook, while simultaneously highlighting how TraderPost.io mitigates such concerns by ensuring a secure connection with the chosen broker. Finally, dealing with the setbacks of high-frequency trading on TradingView and TradingPost.io is discussed, alongside advice on testing paper trading for Interactive Brokers and live trading on Coinbase. To conclude, viewers are invited to join the SmallLabs.net Discord group and email list, and are given a sneak peek into upcoming plans for a new website.

Join Brian of QuantLabs.net as he delves deep into the world of automated trading. In this podcast, he shares his insights into the limitations of TradingView's automated trading feature and discusses some alternative solutions. Discover how to work around these limitations and take your automated trading strategies to the next level. Brian also introduces tradingpost.io, a service that promises to simplify the process and make trading faster and easier. Throughout this podcast, Brian stresses the importance of fully understanding the vulnerabilities of any trading system. Whether it's the potential for hacking or unexpected trading hiccups, being aware of these issues is crucial for success. As he explores the services offered by tradingpost.io, he explains what makes this platform stand out in the world of automated trading. If you've wanted to streamline your trading process but didn't know where to start, this podcast could provide the insights you've been searching for. Brian also discusses the potential benefits and drawbacks of working with multiple brokers. With a platform like tradingpost.io, managing and monitoring trades across different accounts could become an easier task. Listeners also get a firsthand account of the types of programming required for such a system. Discover why Brian believes that traders could reap considerable advantages from integrating tradingpost.io into their trading strategies. Beyond automated trading and tradingpost.io, listeners can also expect to receive insights into the latest developments in AI, brokerage support, and more. With Brian's years of experience and technical expertise, this podcast promises to deliver valuable knowledge for any trader interested in automated trading.

In this podcast episode, Brian from Quantlabs.net shares his opinions on managing open source dependencies and software upgrades, with a focus on the amalgamation of AI and expert developers. He highlights the significant difficulties these tasks can pose, but also indicates potential solutions - notably artificial intelligence (AI) co-generation techniques. Further, Brian explores the concept of code generation, and its effectiveness in completing these arduous undertakings. He puts to the test various options regarding AI, including Google Gemini and Microsoft Copilot. He underscores the key aspect of how effective the AI model depends on how prompts are formulated, commonly referred to as "prompt engineering". He showcases the power and convenience of such AI models through concrete examples, notably an arbitrage script for gold assets. The conversation also covers the accessibility of different tools, their advantages, and potential drawbacks. Particularly, the constraints and complexities of open source software such as Lama 2 and Startcoder 2 are examined. Lastly, Brian opens the door to further discussions on tools for managing software upgrades and dependencies on his Discord channel and his Sub Stack. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 GET OUR FREE TRADING TECH BOOKS HERE BOOKS2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack See more here Trader bryandowningqln — Trading Ideas & Charts — TradingView

Welcome to the latest episode of Brian from quantlabs.net's podcast. This discussion dives into the current debate concerning the regulation of artificial intelligence (AI) in the trading industry. Brian examines an article from risk.net which covers the concerns raised by market participants about the Monetary Futures Trading Commission's approach towards managing AI in trading. Jennifer Hahn, Chief Counsel and Head of Regulatory Affairs at Managed Funds Association, argues for leveraging the existing regulatory framework instead of developing redundant regulations. In the backdrop of the rise of web3 projects and state control over software development, Brian asks pertinent questions about the balance between upholding a free society and ensuring scams are mitigated against. Reflecting on the revolution AI has brought to trading and the risks associated with it, Brian's in-depth analysis explores how automation of trades and remote hosting of code could pose threats to not only markets but entire economies. Brian believes regulators have a role in countering systematic risks, particularly when it might threaten financial stability. Although the extent and process of regulation remain contentious. Drawing parallels from the military and banking sectors, he raises concerns about the seeming lack of regulation on AI in the trading operations of large companies. He calls for scrutiny of the practices of large trading entities like Citadel, Black Rock, and Vanguard. Wrapping up the episode, Brian invites his listeners to join discussions via the podcast as well as on platforms like Substack and TradingView. With his hard-hitting reflections on a topical issue, this podcast sparks profound thoughts on the intersection of AI, trading, and regulation.

In this riveting episode, we dive into the world of algorithmic trading with one of its pioneers - Robert Pardo. With decades of market analysis and strategy creation under his belt, Pardo is an expert high-performance trader, application professional, and the founder of Pardo & Company. A man of stellar reputation, his trading program XT99 Diversified has been recognized for its top-tier performance over and again. Robert Pardo, widely recognized as a trading industry titan, has been a consultant to prestigious trading firms such as Goldman Sachs and Daiwa Securities America. His groundbreaking efforts in the industry are unsurpassed, particularly his creation of Walk Forward Analysis - the gold standard in strategy validation. Get all links here What are Your Questions Algo Trading Legend - Robert Pardo - QUANTLABS.NET In this enlightening podcast episode, we offer the opportunity for our listeners to forward their pressing questions to this industry pundit by emailing us. Don't miss this chance to gain invaluable insights from an industry legend. Send us your questions, subscribe to our podcast to keep abreast of this impending interview, and join our discord server for engaging trading discourse. Also, get free trading book PDFs at quantlabs.net/books. Stay tuned as we have a new, advanced, and highly flexible website in the works that will provide a customized strategy integrating seamlessly with our current strategies and analysis. We are excited to bring you something truly special so watch this space!

This podcast by Brian from QuantLabs.net dives into the world of High-Frequency Trading (HFT) and the role of KDB+ in this domain. KDB+: Developed by KX, KDB+ is a high-performance software used for data handling in HFT. It excels at working with large time-series datasets and is known for its: KDB+ and Ticker Plant: Ticker Plant can be used to feed data into KDB+, making it a popular combination for HFT applications. Cost: A major barrier to entry for KDB+ is its high cost, estimated to be around $100,000 per year. This limits its use primarily to the well-funded fintech industry. Future Potential: Despite the cost, KDB+ remains a dominant player due to its performance and features. Brian discusses the potential of KDB+ to evolve even further with advancements in technology and AI. Call to Action: Brian invites listeners to join his Discord community to discuss KDB+ and related topics. Exploring the Power of KDB+ for High-Frequency Trading and Data Analytics - QUANTLABS.NET Welcome everyone, Brian from QuantLabs.net is here with another intriguing episode. In this episode, Brian dives deep into the world of High-Frequency Trading and advanced data analytics, emphasizing the role of KBD+ in it. Touching upon a previous episode of the podcast on the same topic, he delves into the intricacies of software like the Ticker Plant. Brian explains that KDB+, produced by KX, is a high-standard enterprise-level software known for its efficient data handling capabilities. As he deconstructs the workings of this software, he highlights how Ticker Plant could write all incoming records to a log file, pushing all data to the RDP. This software, although widely unknown, is an industry standard. The focus then shifts to the price aspect of KDB+, and the barriers it poses for widespread market adoption. Discussing a comment on Hacker News, Brian brings to light the exorbitant cost of KDB+, estimated at around a hundred thousand dollars per year. As per the comment, software is extremely lucrative and can only be afforded by the fintech industry. Despite the cost, KDB+ comes highly praised. A comment Brian brings up highlights KDB+ as an elegant solution for running analytics on large data sets, especially those with time series. Known for its performance, uncomplicated code structure, Python integration, and cloud interoperability, KDB+ has been a dominant player in electronic trading analytics on Wall Street for over 20 years. In conclusion, Brian discusses the potential of KDB+, which opens avenues for potential business opportunities. He emphasizes how innovations in technology and AI could lead to exploring beyond the limitations imposed by network cards. Following his exploration of KDB+ and its potential, he invites listeners to join his Discord community and actively engage in stimulating discussions. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack

Dive into an insightful discussion with Brian from QuantLabs.net, as he takes us through the challenges and prerequisites of becoming a successful quant developer, the highly intriguing intersection of finance, math, and computer science. This episode is a comprehensive guide that unravels the essential skillsets, high-stakes industry expectations, and potential pathways for ambitious quant aspirants. From mastering foundational knowledge in math and English, to proficient coding and impressive trading records, understand the key requirements to thrive in the industry, be it in major financial entities, startups, or small firms. Brian illuminates the rigorous educational prerequisites, emphasizing the need for a profound understanding of mathematical concepts, computer languages, financial markets and instruments, and risk and analytics management. Understand the importance of participation in competitions, contributions to open-source projects, and showcasing coding abilities to enhance your career prospects. The podcast also conducts a comprehensive analysis of requisite tools such as Python, Excel, C++, MATLAB, FPGA, SQL, machine learning libraries like TensorFlow and PyTorch, and more. All while emphasizing the importance of soft skills, statistical model understanding, and prowess in programming and machine learning. This illuminating examination concludes with a comparative analysis of quant developer’s salaries across various regions. From $118,000 in London to surprisingly lower figures in Canada and Singapore, discover the promising markets, factors affecting career moves, potential earnings, and prestigious firms like Citi and JP Morgan. Get insights into starting your own ventures, becoming a consultant, and resources for further learning. All this and more in this wide-ranging guide for aspiring quant developers! Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack

Welcome to another episode of the Quantlabs podcast. In this episode, Brian delves into the exciting and ever-evolving world of Quant development as it applies to high-frequency trading (HFT). High-frequency trading is a complex and nuanced topic, but Brian brings it down to earth with practical insights and thoughtful commentary. He sheds light on the importance of retail trading bots, the innovative use of Discord and Telegram as trading platforms, and the rise of unique Cryptocurrency trading techniques. Exploring High-Frequency Trading and Data Processing with DPDK - QUANTLABS.NET One of the highlights of the episode is when Brian introduces us to the concept of Data Plane Development Kit (DPDK)—an intriguing open-source project that take centre stage in discussions around rapid packet processing. This segment not only clarifies what DPDK is and why it matters for high-frequency trading, but also explores the potential of using this library for high-speed data processing in large scale applications. A deep dive into the nuts and bolts of the open-source project, its licensing, users, functionality, and supported hardware follows. The episode ends with an invitation for listeners to engage further on these topics via Discord or delving deeper with materials available on Substack. For those interested, Brian also generously offers access to free tech books he's written, available at quantlabs.net. This podcast provides a fountain of knowledge for anyone interested in the intersection of Quant development and high-frequency trading, regardless of their level of expertise. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack

Hello, everybody. Brian here from swanlabs.net. On March 25th, an insightful article was shared with me via my usual source. The piece originated from eFinancialCareers.com and reveled in the surprising new hiring trend within high-frequency trading firms: recruiting video game CEOs and former UBS directors. Usually, these wouldn't be the people you'd expect leading the charge in high-frequency trading, but from an executive standpoint, it can make a lot of sense. It's interesting to note that pathways into a hedge fund or high-frequency trading are not always straightforward. An individual to highlight in this unique hiring trend is Heath Newton, who joined Susquana as a software engineer. Having spent nine years at Bloomberg and thirteen years as the CEO of independent game studio INOVAE, Heath offers an unconventional background to this financial niche. Another mover in this space is Domenico Mangieri, who's pathway into Jump Trading was a little more traditional - starting in finance with an AI firm Altair before joining UBS and Morgan Stanley. I found this development quite fascinating - these unusual hiring patterns opens up more interesting ways to enter the high-frequency trading industry. So, stay tuned, and don't forget to pay attention to my links for Discord, Substack, and the books I have on offer. Have a good day! Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack efinancialcareers.com/news/high-frequency-trading-engineer-video-games-ubs

Welcome to the latest episode of our podcast where host Brian from quantlabs.net speaks on the fascinating world of High Frequency Trading (HFT). A shout rests on his lips for his audience as he appreciates their unwavering support that's taken his podcast to new heights on both YouTube and various podcast networks. Brian retreats into the two areas his listeners crave - High Frequency Trading and Trading Systems. Dive into the insights shared by Naveen Kumar Suppala, a Software Development Leader and Principal Global Quant, Research and Dev professional based out of India. Suppala brings to the table a series of articles filled with the golden nuggets of wisdom on key subjects such as the memory layout, HFT C++ core techniques, low latency programming, market order vs limit order backtesting, kernel bypassing in HFT, and more. A goldmine of valuable information awaits as we traverse through these various areas. The journey doesn't stop here. Brace yourselves as we navigate through a Github repository filled with the intricate concepts of the Operating System (OS). Find out how some HFT shops customize the Linux kernel and build systems on top of these tailored operating systems. The repository covers diverse areas such as hardware basics, the layers involved in an OS, task scheduling, multitasking issues, synchronization objects, and much more aimed at enhancing your understanding of the OS nuances. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack A call to action from Brian invites you to engage in insightful discussions over on his Discord channel, receive updates about his trading on Substack, and explore the trading books via quantlabs.net. Dive into the episode to amplify your knowledge on High Frequency Trading and Trading Systems! A Deep Dive into Techniques, Tools, and Systems - QUANTLABS.NET linkedin.com/in/naveensuppala/recent-activity/articles/ github.com/braboj/tutorial-os?tab=readme-ov-file#operating-systems

Hello everyone! In this episode, our host, Brian from quantlabs.net, dives into a discussion regarding the upcoming book, "C++ High Performance for Financial Systems," by Ariel Silihan. Throughout the podcast, Brian provides an overview of the book and shares his opinions about the chosen publisher, PACT. The book promises to guide experienced programmers seeking to break into the finance industry by teaching them how to build high-performance trading systems. It covers subjects such as system design and architecture, low latency strategies, risk management, and machine learning. Although the author is highly capable, Brian presents some concerns about the publishing company's credibility as it has been criticized for its lack of editorial contribution. Brian also talks about the inherent challenges in teaching these complex concepts through a book, given the rapidly evolving landscape of this field. He also provides some insights on what it takes to gain a real competitive edge beyond what one can learn from such books. It's suggested that the book is primarily intended for experienced C++ developers looking to enter the finance industry and anyone interested in creating scalable, robust trading systems. Familiarity with C++, basic understanding of finance, and trading concepts is assumed for readers. reddit.com/r/cpp/comments/1bjkkos/c_high_performance_for_financial_systems/?rdt=64280 amazon.ca/High-Performance-Financial-Systems-leveraging-ebook/ Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack Although the helpfulness of the book is still to be determined, Brian extends an invitation to discuss the subject further in his Discord community. Listen to the podcast to get a full understanding of Brian's take on this upcoming release, and don't miss his recommendations for learning and trading!

Welcome everyone to another episode with Brian from QuantLabs.net. Our topic today is the striking performance of systematic hedge funds in the first quarter of 2024. We delve into a recent article from Hedgeweek.com revealing their significant outperformance against other strategies under erratic markets triggered by geopolitical tensions. These hedge funds, which use algorithms to find investment-worthy market trends, have seen a nearly 9% gain in the first two months, far surpassing the wider 2.6% average, drawing from data offered by Barclays Prime Brokerage Division. This observation aligns with our own analysis, which has identified particular sectors that have outperformed the S&P 500. However, not all is smooth sailing, the current American market is heavily skewed, notably by NVIDIA. As we explore instruments to invest in, we emphasize prioritizing low volatility to avoid large drawdowns, which can jeopardize your performance. Hence, it is crucial to design a system that will enable you to find a consistent metric for your volatility threshold, ensuring you invest only into suitable instruments. Despite the volatility of the global market, which impacts different regions and assets differently, the use of systematic strategies results in appreciable gains when greater risk is embraced. Nevertheless, even those funds with lower risk thresholds have also made substantial gains. Lastly, we stress the importance of not basing your trading on opinion or hunches, but on data and strategies instead. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Know what I trade on my Substack Quantlabs Substack | Substack To stay updated with my trading insights and engagement, feel free to join our Discord community, check out my Substock page, or sign up for our insightful newsletter. All of the details will be in the description. Thanks for tuning in! Systematic Strategies Shining - QUANTLABS.NET https://www.hedgeweek.com/systematic-hedge-funds-shine-in-q1/

In this podcast episode, Brian discusses the evolution and appeal of various programming languages, particularly Java and Python, and their roles in the development of robust, enterprise-level applications. Drawing from his extensive experience, Brian shares why Java's "write once, deploy anywhere" feature, vast standard library, strong community support, and mature ecosystem make it a popular and reliable choice for developers. He impresses upon the unique aspects that separate Java from Microsoft technologies - its independence and diversity of features. In this fascinating episode, Brian delves into the latest advancements in the tech world, focusing on Microsoft's new technological wonder – AutoDev. This AI-driven software development framework is designed to transcend traditional code assistance tools, marking a leap towards more autonomous, efficient, and secure development methodologies. Go here to see the question. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET However, Brian also stresses on the emerging power of Python and its growing significance in the realms of cloud computing and machine learning. The transition from Java to Python presents challenges - from the intricacies of upgrading the Python interpreter to the after-effects of deprecated libraries that could potentially disrupt the existing code. Java vs. Python - A Multifaceted Take on Programming Languages - QUANTLABS.NET Our conversation also branches out to the wide array of programming languages, such as JavaScript, Kotlin and C++. The pros and cons of these languages are discussed, touching on lively debates from coding subreddits. Particular attention is given to web application development technologies, including Spring Boot, React, Next, Flask, Django, and Fast API. It provides a balanced analysis, showcasing how JavaScript dominates on the front end while Python flexes its flexibility. Delving into the multifaceted world of coding and exposing the constant evolution, the episode offers effective strategies programmers can adopt to stay relevant. The podcast concludes with insights on using excel in Java's open-source project and extends an invitation to the audience to continue the conversation on our discord server.

Welcome back, everyone. This is Brian from quantlabs.net. In today's podcast, we're diving deep into the world of hedge fund internships, particularly the ones offered by Steve Cohen's Hedge Fund, Point72. These aren't your average internships. According to an article from efinancialcareers.com, the Quibus Systematic Strategies team at Point72 is paying Quant interns a whopping $25,000 per month. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET This might sound out of the ordinary, but from my experience working with the Canada Pension Plan Investment Board (CPBIB), I can confirm that top-tier organizations are willing to pay top dollar for talented interns. CPBIB, regarded as a prestigious firm in Canada, was known to pay University of Waterloo interns quite generously. High-Paying Opportunities In Trading - QUANTLABS.NET But coming back to Point72, it's not just about the money. Their internships are also tremendous opportunities for career advancement and learning cutting-edge technologies. The K-E-P-L team specializing in trading medium-frequency statistical arbitrage strategies is particularly interesting, promising lucrative careers meriting competitive pay. In 2020, their Quantitative Research Internship exclusively for PhD candidates offered a base salary between $250,000 and $300,000. This is just the base pay, not including bonuses which can catapult some interns into the million-dollar earning bracket. The bar had been set high last year when a quant teacher was offered a $300,000 case. If you're vying for a top spot in these hedge fund internships, understanding Python, C, or C++, among other languages, is essential. These opportunities aren't just limited to PhD candidates. Undergrad student positions are also available, promising a minimum salary of $240,000. Interested in such quant internships or want to share your thoughts? Visit my substack to engage in insightful discussions or check out the quantlabs.net/books to get your hands on some useful trading tech books. Thanks for tuning in!

In this fascinating episode, Brian delves into the latest advancements in the tech world, focusing on Microsoft's new technological wonder – AutoDev. This AI-driven software development framework is designed to transcend traditional code assistance tools, marking a leap towards more autonomous, efficient, and secure development methodologies. Go here to see the question. Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Get our free trading tech books here books2 – QUANTLABS.NET Listen as he breaks down how AutoDev empowers AI agents to manage a broad spectrum of software engineering tasks independently. From intricate code editing and comprehensive testing to advanced Git operations, this framework is sweeping the tech world with its robust capabilities. Microsoft's AI-Driven Framework – AutoDev - QUANTLABS.NET Brian also discusses the shift in the industry as AI takes a central role, allowing developers to concentrate on higher-level strategic tasks. Learn about the rigorous evaluations AutoDev underwent and its impressive results – achieving a first-pass success rate of 91.5% for code generation and 78% for test generation. Discover how this level of automation is redefining AI-driven software engineering, setting new standards in the industry. In addition, Microsoft's other offerings, like the free Artificial Intelligence for Beginners course and Microsoft Student Learn Ambassadors program, are also highlighted in this informative episode.

Step into the world of hedge funds and quantitative finance with Brian in this riveting podcast episode from quantlabs.net. The episode kicks off with a comprehensive discussion on the basics of getting a job in a hedge fund: from academic prerequisites to critical soft skills and technical know-how. Expect an insightful walk-through on necessary certifications such as CFA, MBA, FRM, and a sneak peek on job opportunities in high-profile locations like England. GET SOME FREE TRADING TECH BOOK PDFS HTTP://QUANTLABS.NET/BOOKS Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Don’t forget to subscribe to my Substack for more trading tips and strategies! Let’s keep learning and growing together. https://quantlabs.substack.com/ This episode also offers a candid view on the fiercely competitive job market and strategies to stay ahead. From marketing oneself as a brand through platforms like GitHub to the importance of internships, Brian expands on emerging opportunities and the constantly changing nature of the finance industry. With banks evolving into technology companies and Goldman Sachs hiring coders, avenues for diverse skill sets are opening up in this sector. Transitioning to discussions on hedge funds, the episode shares a list of leading hedge funds, different job roles, and the corresponding compensation packages you can expect. While cautionary tales of the high-pressure and cut-throat work environment underscore the industry's complexity, the chance to work with diverse asset classes and network with talented professionals, make for a rewarding career choice. A Glimpse into Hedge Fund Jobs and the World of Quantitative Finance - QUANTLABS.NET Finally, the episode winds up with an exploration of the different types of quantitative analysts in banks, prop shops, and hedge funds. From traders and researchers to financial engineers and developers, the roles are diverse, each with its unique challenges and learning curves. Tune in for an upfront conversation on what to anticipate in the rapidly evolving world of quantitative finance.

In this episode, Brian of QuantLabs.org discusses two important topics regarding Bitcoin. Firstly, he addresses the increasing difficulty levels for Bitcoin miners, tying it back to articles from newsbtc.com. He explains their implications and how such changes affected the value of Bitcoin in the past. The conversation gets technical, touching on important concepts such as the meaning of mining difficulty and its possible impact on the price of Bitcoin. GET SOME FREE TRADING TECH BOOK PDFS HTTP://QUANTLABS.NET/BOOKS Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Don’t forget to subscribe to my Substack for more trading tips and strategies! Let’s keep learning and growing together. https://quantlabs.substack.com/ The second article discussed is from JP Morgan, focusing on how Bitcoin has overtaken gold in investor portfolio allocation. This part of the conversation delves into why Bitcoin's allocation to investors is 3.7 times greater than that of gold, and what this could mean in the long term. Brian also takes time to question the assumptions made about Bitcoin's demand and how the constant volatility affects perception. Throughout the episode, Brian also casts a critical eye on other crypto debates, such as the energy efficiency of Bitcoin mining and Ethereum's high gas fees. Potential futures for Bitcoin and crypto ETFs are explored too with some skepticism, as Brian questions the stability of these financial products and the viability of deriving them from Bitcoin. The episode concludes with a call to join the QuantLabs.org community for anyone keen on deepening their understanding of crypto trading. Bitcoin Mining Difficulty and Portfolio Allocation Insights - QUANTLABS.NET

In this episode, Brian from quantlabs.net explores a thought-provoking question posted by Maeve R. Ritz on quant.stackexchange.com. The query focused on the quantitative mechanisms behind identifying flow-based alphas during incredibly short lookout periods and their significance in the context of ultra-high-frequency lookout periods up to 100 milliseconds. Brian attempts to demystify this complex issue, primarily associated with high-frequency trading. GET SOME FREE TRADING TECH BOOK PDFS HTTP://QUANTLABS.NET/BOOKS Join our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2 Don’t forget to subscribe to my Substack for more trading tips and strategies! Let’s keep learning and growing together. https://quantlabs.substack.com/ A response from LaHal that garnered Brian's attention pointed to a 2019 paper he authored with Curls, Albert, titled "Incorporating Signals into Optimal Trading". The research revolves around employing specific signals for optimal trading and provides a wealth of statistical data. By incorporating calculations grounded in the imbalance sigma, the paper piques the interests of quant high-frequency trading modelers. As Brian navigates this mathematically dense paper, he sheds light on the dense collection of mathematical formulas and proofs. Although the level of mathematical proficiency required to comprehend the content is high, he finds the exercise profoundly enlightening. He invites listeners who can understand this level of mathematical intricacies to get in touch and share their insights. Join Brian as he continues to unravel the complex world of high-frequency trading in future discussions. He extends an invitation to join the Quant Labs Discord community and sub stack for more insights into his trading and investment choices. For those seeking technical trading books, visit quantlabs.net/books for two handy e-books packed with trade secrets and free software to help you decode the market in unique ways. quant.stackexchange.com/questions/78631/what-are-some-quantitative-approaches-to-figure-out-flow-based-alphas-on-extreme link.springer.com/article/10.1007/s00780-019-00382-7