Trading

Market Making (Lecture Notes 04a)

Lecture notes (module 4a) on market making — the practice of continuously quoting bid and ask prices to provide liquidity in financial markets, managing inventory risk and adverse selection in exchange for earning the spread. A core topic in market microstructure theory with direct practical application in algorithmic trading and quantitative finance.

MEV101: The 0 to 1 Guide for Maximal Extractable Value

A ground-up guide to Maximal Extractable Value (MEV) in Ethereum and DeFi, covering sandwiching, arbitrage, liquidations, generalized frontrunning, flash loans, and Flashbots. A practitioner's introduction to the adversarial game theory and dark-forest economics underlying transaction ordering in public blockchains.

Defined.fi — DeFi Crypto Price Charts

Defined.fi is a real-time DeFi price chart and trading analytics tool covering DEX activity across Ethereum, BSC, Polygon, and other chains. Designed for active DeFi traders who want TradingView-style charts for on-chain token pairs.

Trait Sniper: NFT Rarity and Trading Tool

Trait Sniper is an NFT rarity and sniping tool that calculates rarity scores for NFT collection traits and reveals them before official reveals. Used to identify underpriced NFTs with rare traits at mint or on secondary markets.

All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms

They Still Haven't Told You: Overnight vs. Intraday Market Anomaly

Bruce Knuteson documents a decades-long anomaly in global stock markets where overnight returns consistently exceed intraday returns in ways consistent only with a large quant firm systematically expanding its book at open and contracting at close. A forensic finance argument that major market manipulation has gone unreported by the institutions supposed to catch it.

An Intern's Guide to Trading

A Nasdaq primer on trading mechanics for interns entering financial firms — order types, market microstructure basics, and how professional trading differs from retail investing. Good orienting material before entering a trading-adjacent role.

CS 7646: Machine Learning for Trading

CS 7646 is Georgia Tech's OMSCS course applying machine learning to financial trading — covering technical indicators, reinforcement learning for portfolio management, and backtesting. One of the few accredited graduate courses that bridges quant finance and ML.

10 Options Strategies to Know

Investopedia's overview of 10 common options trading strategies — from the covered call to the iron condor. A practical reference for understanding the risk/reward profiles of standard options positions, useful for any investor venturing beyond stock picking.

HFT — High-Frequency Trading

Scarce Capital's explainer on high-frequency trading — how co-location, order types, and microsecond latency advantages let HFT firms extract value from modern equity markets. A critical but fair-minded overview of a frequently misunderstood practice.