Dean Markwick

I bought Trades, Quotes and Prices a few years ago and it came with access to some free data to help you understand the concepts.

Factor models attempt to explain asset returns.

I’ve been tinkering around with the free tier on Cloudflare and have managed to churn out a couple of side projects.

I’ve been reading The Elements of Quantitative Investing to branch out from my usual high-frequency finance to something slower or mid-frequency.

My day job is in quant trading, but there’s another fascinating world: quantitative investing.

It’s been an interesting start to the Premier League.

I’m fortunate enough to be participating in a lecture series at work that covers deep learning and its applications in finance.

Cyclical embedding (or encoding) is a basic transformation for numerical variables that follow a cycle.

A big part of market microstructure is price impact and understanding how you move the market every time you trade.

A new paper hit my feed Choosing trading strategies in electronic execution using importance sampling.