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Professional website about Algorithmic Trading and Market Microstructure

Many quantitative professionals are working with Financial data without necessarily having a direct background from Finance. The main purpose of this section is to link quantitative methods from Economy and Physics with practical approaches of Finance. Many examples are provided with codes and source files for motivated readers.

The recent development in technology is pushing banks and financial institutions to seek specialists from science fields such as Physics, Engineering and Computer Science. Now, a majority of market participants can be describe as algorithmic traders and market microstructure of financial markets quickly try to adjust to these changes. However many observes that specialists with science background lack of deep understanding about Finance in general. The inverse is also true concerning typical bankers lacking of knowledge toward scientific concepts. In a world where technology and Finance go hand to hand, it is important for each other to use the same language when developing and applying models, algorithms or risk management systems.