Andrew Rodn·Oct 13Hedging Polymarket Stock Markets With 24/7 Equity Perps: Session Microstructure, Opening Gaps and…📚 The Quantitative Microstructure & Cross-Market Series by FollowSMA response icon2
Simone Menaldo·Oct 6Market Making ObligationsMarket making is the lifeblood of modern financial markets, and the obligations that govern it are the bedrock of market quality.A response icon1
InBlock MagnatesbyCrypto.Andy·Oct 2One KYB, Many Sub-Accounts: Scaling Strategies Without Scaling RiskWhen a quantitative trading desk or investment team scales up operations, it starts deploying new algorithms. Some algorithmic bots…
HFT Architecture·Sep 29Our Bitcoin Market Maker Captured $305 in Spread. It Still Lost $331.A one-day Coinbase backtest shows why a positive spread-capture number can hide a losing strategy — and why wider quotes did not solve it.
Andrew Rodn·Sep 29Detecting Orderbook Toxicity & Polymarket Divergence: Building a Microstructure Circuit BreakerOn 22 August 2026, between 05:07 and 05:10 UTC, BTCUSDT on Binance fell from 78,528 to 76,742, a 1.8k drop in three minutes. The 05:10…
