About This Research

The Mission

Oscar vs HFT is my independent research site dedicated to getting the full picture and documenting the complexity of the plumbbing that modern financial markets are run on and how widespread usage of financial machine learning algorithms are shifting how markets are being traded. Through detailed analysis and open documentation, I aim to shed light on the mechanisms, strategies, and consequences of algorithmic trading at microsecond speeds.

Why Open Research?

While financial markets are understood by very few, there is also a lack of effort made by traders to truely understand what impacts the market and how modern financial markets operate from a high level. I ran a consultancy service as an attempt to educate the public, and was surprised to find out that even if I share my end-to-end strategy, traders are too lazy to recreate it themselves. Hence my optimism towards sharing research with the quant community in an attempt to foster new relationships. You can find my earlier attempt to share my knowledge on my TradingView account.

All research notes, findings, and methodologies that I have made publicly available are to foster educational opportunities and encourage further investigation into these critical market dynamics.