CrazyTomato

Recent Submissions

1. 1. ▲ How to Build Institution-Grade Yield Curves and Volatility Surfaces (medium.com) 3 points · 5 hours ago · 0 comments
2. 2. ▲ Funding Rate Arbitrage on Crypto Perpetuals: Implementation and Backtest (medium.com) 2 points · 3 days ago · 0 comments
3. 3. ▲ We Backtest High-Frequency Options Spread Strategies with Volatility Timing (medium.com) 3 points · 4 days ago · 0 comments
4. 4. ▲ How to Build Multi-Asset Backtests for Real Trading Strategies (medium.com) 2 points · 6 days ago · 1 comment
5. 5. ▲ Visualizing FX Options: From Yield Curves to 3D Volatility Surfaces (medium.com) 1 point · 7 days ago · 0 comments
6. 6. ▲ Margin Trading and Securities Lending Strategy Backtesting (medium.com) 1 point · 10 days ago · 0 comments
7. 7. ▲ Benchmarking Quant Backtesting Engines (medium.com) 1 point · 11 days ago · 0 comments
8. 8. ▲ Real-time stock volatility prediction with deep learning on a time-series DB (medium.com) 2 points · 6 months ago · 0 comments
9. 9. ▲ Computing High-Frequency Factors in Real Time for Quantitative Models (medium.com) 1 point · 6 months ago · 0 comments
10. 10. ▲ Stream Processing of Financial Factors in High-Frequency Trading (medium.com) 2 points · 6 months ago · 0 comments