QFEX Research
Annanay KapilaFrontier market microstructure research from the QFEX team.
| Platform |  | Pricing | Only free issues | Publishes | Twice weekly |
|---|---|---|---|---|---|
| Issues | 23 | Founded | a year ago | Last Issue | 8 days ago |
| Active | |||||
Read this Newsletter
research.qfex.comLatest Issues
Desired Orders Are Not Live Orders
How to Build an Order State Machine
Consider the following: our model says fair value is $100, and our quoter wants to bid for 100 shares at $99.95. We send the order. Before its acknowledgement comes back, another market update arriv...
Fair Value to Bid and Offer
Given a fair value of $100, where should I bid and offer? How wide should I be? Should I always be symmetric around $100?
Fair value is an estimate of economic value. A quote is a willingness to transact; equivalently, it’s the sale of an...
Fair Value != Prediction
The first mistake people make when they think about market making is to start with prediction.
They imagine that somewhere inside an HFT system there is a model which says the stock is going up, or the future is going down, and everything...
A Primer to (Exchange) Tokens
I post a lot about my time in trading, covering market microstructure, different asset classes and trading strategies.
So far, I’ve never spoken about crypto, either as an asset class or a trading strategy - mostly because QFEX doesn’t lis...
From Linear Alphas to Conditional Alpha: Decision Trees, Random Forests, and the Models Behind Modern HFT
After modeling order-book alphas for long enough, one eventually notices that they are rarely unconditional.
An imbalance signal that works beautifully in a wide-spread market can become completely obsolete once the spread narrows. Similar...
Audience Metrics
Subscribers, engagement, traffic and sponsorship for QFEX Research.
| Subscribers | Engagement | 73 | Monthly Web Visits | ||
|---|---|---|---|---|---|
| Accepts Sponsors | Estimated Cost per Ad | ||||
Explore More
Authors
The writers behind this newsletter.
Founder and CEO at QFEX
Frequently Asked Questions
How can I access the email archive for QFEX Research?
You can find recent issues that have been published by QFEX Research on Reletter by scrolling up to where it says Latest Issues. Tap on the link for any of the most recent emails or hit More Issues to see older ones.
How many subscribers does QFEX Research have?
To see how many people subscribe to QFEX Research, simply upgrade your Reletter account. We provide readership numbers and lots of other stats for this newsletter so you can decide if it's worth reaching out to.
How can I advertise in QFEX Research?
Newsletter advertising can be extremely effective when it's done right. Before you pitch QFEX Research as a potential sponsor or partner, make sure that you've done your research and checked its newsletter stats with Reletter.
Then, personalize one of our winning pitching templates and send it to the right person using the contact info provided.
How much does it cost to sponsor a publication like QFEX Research?
Newsletter ad rates (or CPM) vary depending on many factors, including industry, number of subscribers, open rate, ad placement and more.
To find out how much an ad will cost, contact QFEX Research using the contact information provided and ask for a copy of their media kit.
How can I find newsletters related to QFEX Research?
Scroll up to where it says Related Newsletters to see other publications like QFEX Research. You can also search our email newsletter directory to discover other newsletters that cover the topics you're interested in.
How do I contact QFEX Research?
Reletter provides this newsletter's website URL above, where you will often find their contact information. We also provide links to associated social media accounts and pitching templates so you can reach out fast.