Quant Notes / p1210
In our last post - we discussed in detail writing a blazingly fast inter-thread messaging library in cpp, looking at modern cpu topologies and writing mechanically-aware programs for hft software.
We continue our forage into topology…of R. What! Yes, this notes cover (tersely) real analysis I, the study of real numbers in topological space. This is part of our stepping stone to Probability Theory II.
Before our usual program, we have a word from Autonity.
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Introducing Autonity & the Forecastathon
Empowering Quant Traders, Autonity is a new EVM-compatible Layer 1 blockchain specifically designed for trading autonomous futures markets through decentralized clearing.
At its core, the Autonomous Futures Protocol (AFP) decouples trade execution from clearing, enabling multiple venues to trade the same futures contracts against a shared pool of margin and open interest. This innovative architecture significantly reduces liquidity fragmentation and unlocks capital efficiency, solving major limitations faced by traditional DeFi futures protocols.
In mid-August, Autonity is launching the Forecastathon: a play-money trading competition showcasing Forecast Futures, a unique type of futures market settled on real-world time-series data such as CPI, unemployment rates, GDP, and energy consumption.
Quant traders, forecasters, and macro strategists will have the opportunity to build, backtest, and deploy predictive models, turning insights into actionable trades. This competition will allow quants to test strategies without real capital risk, stress-test the AFP, and provide direct feedback on the protocol, actively shaping the evolution of autonomous futures markets.
Join early @ https://app.autonity.org/invite using our unique invite code exclusive for newsletter subscribers: C6ZPW2AI0236 - limited access for a week up to a 100 signups.
[Autonity Website] https://autonity.org/
[Autonity Discord] https://discord.com/invite/autonity
[Decentralized Clearing Whitepaper] https://papers.autonity.org/whitepapers/decentralised-clearing/
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here’s some additional juice: if you get top 5 in the Forecastathon - I will add in a complementary lifetime pass of your choice. Pretty cool, huh?
Back to the usual program. Here are the upcoming posts:
Measure Theory
Analysis II
Probability II
Writing low latency network clients, POSIX from scratch.
With the low latency network programming in-place, we will have completed 2 of our components…this is the big picture again, in-case you forgot:
anyway, the market notes -