Max Dama on HFT: Millisecond Algos and Bid/Ask Dynamics — #92 скачать в хорошем качестве

Max Dama on HFT: Millisecond Algos and Bid/Ask Dynamics — #92

Max Dama is the co-chairman of Headlands Technologies LLC, a global quantitative proprietary trading firm headquartered in Chicago, with offices in New York, Austin, London, Amsterdam and Singapore. He earned a B.A. in Mathematics, Statistics, Computer Science, and Business from the University of California, Berkeley. A generation of quants know Max through his notes on automated trading and on interview brain teasers. https://work-in-progress.notion.site/... http://isomorphisms.sdf.org/maxdama.pdf Steve and Max discuss: 00:00 Introduction 01:18 Max Dama's Early Life and Education 02:19 Journey into Trading and Career Development 06:56 The High-Frequency Trading Industry 26:42 Academic Foundations for Trading 27:50 Computer Science in Trading 35:49 AI and the future of HFT Music used with permission from Blade Runner Blues Livestream improvisation by State Azure. – Steve Hsu is Professor of Theoretical Physics and of Computational Mathematics, Science, and Engineering at Michigan State University. Previously, he was Senior Vice President for Research and Innovation at MSU and Director of the Institute of Theoretical Science at the University of Oregon. Hsu is a startup founder (SuperFocus.ai, SafeWeb, Genomic Prediction, Othram) and advisor to venture capital and other investment firms. He was educated at Caltech and Berkeley, was a Harvard Junior Fellow, and has held faculty positions at Yale, the University of Oregon, and MSU. Please send any questions or suggestions to manifold1podcast@gmail.com or Steve on X @hsu_steve.