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 icon2A 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 icon1A 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…
Trireme·Sep 22Is Your Liquidity Actually Working? How to Optimize Fees, Slippage, Depth & BuybacksLaunching a liquidity pool is relatively easy.
InCoinmonksbyBirdie's Nest·Sep 15PropAMMs for Everyone? Building on 1inch Aqua. Part 1.How Aqua and SwapVM could open up the development of actively priced AMMs to independent developers.
InADAMANTbyADAMANT Messenger·Sep 10A Clearer Command Surface for Market Making: ADAMANT WebUI Scenario A-3A private self-hosted operating surface for market-making teams — clearer, safer, and easier to audit.A response icon1A response icon1
David Tevzadze·Sep 4My View On Why Some Listings Compound and Others Don’tPicture this: a team spends 6 months building a token, gathers a solid community, and finally gets the email saying they’re approved for…
LightningMM·Sep 1Modeling Slippage, Latency, and Partial Fills Without Flattering a BacktestModeling Slippage, Latency, and Partial Fills Without Flattering a Backtest
