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MARKET MICROSTRUCTURE

A collection of 4 issues

From Hand-Signed Forms To LLM's: The Evolution Of Order Submission

The order is one of the oldest trading primitives in existence. First introduced in 1602 on the Amsterdam Stock Exchange, the order has defined trading for the past 4 centuries. Placing orders to buy shares in a company was not always easy. In the 17th century, investors on the Amsterdam

7 Arbitrage Strategies That Are Still Accessible To Retail Quants In 2025

It's a common fallacy that only big firms / established players can do advanced latency- and execution-sensitive strategies such as HFT and arbitrage. In crypto, there have been at least a dozen such strategies that could be successfully run by a single person on their laptop for at least

How Are Perpetual Options Priced?

In this article, we'll dive into a few ways of pricing a perpetual options contract.

0+: A Double Digit Sharpe HFT Strategy

Ever wondered how HFT strategies work? Today, we'll explore the 0+ HFT strategy - a strategy that has been practiced for decades by various HFT firms - but remains largely unknown to the public. 0+ is all about speed and market microstructure. If you can't be