Oscar vs HFT
An independent research site isn't a practitioner competing with HFT, but it very well may be a practitioner sharing their observations so that a subset of eager MFT researchers can collectively arrive at uniform conclusions independently.
About This Research
Research Focus
This site focuses on understanding the plumbing and impact of high-frequency trading on modern financial markets via observations made by myself, an independent practioner.
Methodology
Research is conducted through my interpretation of real-time market data, academic literature, documentation of machine learning in relation to trading patterns, and experimentation with trading algorithms.
Open Research
All findings and notes that I have shared openly with the quant research community are to promote transparency and collaborative understanding.
Documentation
Research notes are maintained primarily as raw unedited handwritten analyses, providing insights into my MFT strategy and general observations of modern financial markets over the past year.
Research Notes
A collection of handwritten research notes documenting various observations on high-frequency trading, market microstructure, and algorithmic trading systems. Click on any note to view the full analysis.
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Get Involved
This research is ongoing and welcomes collaboration from fellow researchers, academics, and anyone interested in understanding the complexities of modern financial markets. If you have insights, questions, or would like to contribute to this research, feel free to send me an email at oscarmalik[at]protonmail[dot]com and share this site within your research community.