Deep dives into AI trading, market analysis, and the future of DeFi.
How to squeeze maximum performance out of Rust for multi-leg arbitrage execution: io_uring, lock-free order books, LMAX Disruptor, SIMD, type-state machines, and arena allocators.
How graph neural networks find arbitrage chains in 78 ms, why RL agents show 142% annual returns against 12% for rule-based bots, and how to build an integrated system in Rust.
How the matrix of exchange rates, eigenvalues, tropical algebra, and tensor decompositions turn cryptocurrency market chaos into clear arbitrage signals.
How to use Vine Copulas to identify hidden dependencies between dozens of crypto assets and build robust, high-dimensional statistical arbitrage strategies.
How funding rates, basis, and the convergence of decentralized and centralized markets create risk-free opportunities for capital in the crypto market.
How negative cycles, multi-asset graphs, and the RICH algorithm identify arbitrage opportunities in the deep cryptocurrency market with sub-millisecond precision.
Breaking down the most famous formula in finance. How a heat equation from physics enabled option pricing and changed Wall Street forever, with Python examples.