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MARKET MICROSTRUCTURE

A collection of 2 issues

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