This is my notes for my self-learning of finance and finance engineering.
quantitive finance
liquidity: tính thanh khoản
phe vé
investment horizontal
cost of equity, cost of debt
market capacity
Netflix Billions show
Dragon Capital, Vina Capital
outsample testing
sell side and buy side: sell side refers to the part of the financial industry that is involved in the creation, promotion, and sale of stocks, bonds, foreign exchange, and other financial instruments. The buy-side is a segment of financial markets made up of investing institutions that buy securities for money-management purposes.
A structure of an quant firm: Trading desks(front office): quant researcher, quant dev and Core(back office): build data pipeline, trading infrastructure
CPP code when doing LLT need to be fast
Take advantage of: template programming, CRTP to avoid VTable lookups, access to raw memory, minimizing branch mis-predictions