Manifold

Max Dama on HFT: Millisecond Algos and Bid/Ask Dynamics — #92

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Synopsis

Max Dama is the co-chairman of Headlands Technologies LLC, a global quantitative proprietary trading firm headquartered in Chicago, with offices in New York, Austin, London, Amsterdam and Singapore. He earned a B.A. in Mathematics, Statistics, Computer Science, and Business from the University of California, Berkeley.A generation of quants know Max through his notes on automated trading and on interview brain teasers.https://work-in-progress.notion.site/Max-Dama-s-Brainteasers-Study-Guide-WIP-9eb1f4b692f241d894462ddf1ab34617http://isomorphisms.sdf.org/maxdama.pdfSteve and Max discuss:(00:00) - Introduction (01:18) - Max Dama's Early Life and Education (02:19) - Journey into Trading and Career Development (06:56) - The High-Frequency Trading Industry (26:42) - Academic Foundations for Trading (27:50) - Computer Science in Trading (28:57) - Insights into the Trading Industry (35:49) - AI and the future of HFT Music used with permission from Blade Runner Blues Livestream improvisation by State Azure.–Steve Hsu i