corpus.blog
41554 blogs · [ { "id": "01a087a0-84dc-719a-95d8-0b1de3954cef", "title": "A Different Way of Looking at Returns", "url": "http://markrbest.github.io//convolutions-and-mean-reversion/", "published_at": "2025-08-03T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de435ac81", "title": "Dealing with Data", "url": "http://markrbest.github.io//dealing-with-data/", "published_at": "2025-07-15T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de4c5fdfa", "title": "Book Reviews and Reading List", "url": "http://markrbest.github.io//reading-list/", "published_at": "2024-09-03T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de589faf0", "title": "Even Faster Logging in Rust!", "url": "http://markrbest.github.io//optimised-logging/", "published_at": "2024-08-12T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de5b36827", "title": "Hidden Dangers of Writing an OMS", "url": "http://markrbest.github.io//positions-and-orders/", "published_at": "2024-06-22T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de5be1a56", "title": "Message Arrival Rates and Latency", "url": "http://markrbest.github.io//message-arrival-rates-and-latency/", "published_at": "2024-05-13T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de5c27999", "title": "Rust for the Rustless", "url": "http://markrbest.github.io//rust-for-the-rustless/", "published_at": "2024-04-26T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de674bf94", "title": "Building Candlesticks in Rust", "url": "http://markrbest.github.io//rust-bar-building/", "published_at": "2022-10-29T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de722901c", "title": "Fast Logging for HFT In Rust", "url": "http://markrbest.github.io//fast-logging-in-rust/", "published_at": "2022-10-23T00:00:00+00:00" }, { "id": "01a087a0-84dc-719a-95d8-0b1de80a5321", "title": "Bitcoin Elasticity and Volatility", "url": "http://markrbest.github.io//bitcoin-elasticity-and-market-crashes/", "published_at": "2021-05-21T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b527cf068", "title": null, "url": "http://markrbest.github.io//hft-and-rust/", "published_at": "2021-05-12T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b529dd514", "title": null, "url": "http://markrbest.github.io//gans-and-synthetic-market-data/", "published_at": "2021-03-22T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b533bf070", "title": null, "url": "http://markrbest.github.io//adventures-in-horse-racing/", "published_at": "2021-02-09T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b53b6431a", "title": null, "url": "http://markrbest.github.io//bitcoin-options/", "published_at": "2021-02-08T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b54005a5f", "title": null, "url": "http://markrbest.github.io//fractional_diff/", "published_at": "2021-01-01T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b545b853b", "title": null, "url": "http://markrbest.github.io//alpha-decay/", "published_at": "2020-12-29T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b54a04548", "title": null, "url": "http://markrbest.github.io//volatility-and-noise/", "published_at": "2020-12-28T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b556797af", "title": null, "url": "http://markrbest.github.io//decision-function/", "published_at": "2020-12-16T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b55bba017", "title": null, "url": "http://markrbest.github.io//volatility-and-time-of-day/", "published_at": "2020-12-15T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b55ef2fb9", "title": null, "url": "http://markrbest.github.io//btc-microstructure/", "published_at": "2020-12-14T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b5631e314", "title": null, "url": "http://markrbest.github.io//slippage-part-4/", "published_at": "2020-12-12T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b567f4eeb", "title": null, "url": "http://markrbest.github.io//slippage-execution/", "published_at": "2020-12-11T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b56aae744", "title": null, "url": "http://markrbest.github.io//slippage-analysis/", "published_at": "2020-12-10T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b56c033c8", "title": null, "url": "http://markrbest.github.io//paper-vs-live/", "published_at": "2020-12-09T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b57026eea", "title": null, "url": "http://markrbest.github.io//joel-spolsky/", "published_at": "2020-12-08T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b57e31cfb", "title": null, "url": "http://markrbest.github.io//mcmc-for-returns/", "published_at": "2020-12-07T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b58847734", "title": null, "url": "http://markrbest.github.io//savisky-golay-swings-points/", "published_at": "2020-12-06T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b590f6691", "title": null, "url": "http://markrbest.github.io//savitsky-golay/", "published_at": "2020-12-05T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b5925a07f", "title": null, "url": "http://markrbest.github.io//classifying-returns/", "published_at": "2020-12-01T00:00:00+00:00" }, { "id": "01a0d7f8-5d6c-702b-9026-ad4b595fda75", "title": null, "url": "http://markrbest.github.io//problem-with-moving-averages/", "published_at": "2020-11-30T00:00:00+00:00" } ] posts Claim your blog
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markrbest.github.io

markrbest.github.io

2025

A Different Way of Looking at Returnsoriginal ↗
3 Aug 2025
Dealing with Dataoriginal ↗
15 Jul 2025

2024

Book Reviews and Reading Listoriginal ↗
3 Sept 2024
Even Faster Logging in Rust!original ↗
12 Aug 2024
Hidden Dangers of Writing an OMSoriginal ↗
22 Jun 2024
Message Arrival Rates and Latencyoriginal ↗
13 May 2024
Rust for the Rustlessoriginal ↗
26 Apr 2024

2022

Building Candlesticks in Rustoriginal ↗
29 Oct 2022
Fast Logging for HFT In Rustoriginal ↗
23 Oct 2022

2021

Bitcoin Elasticity and Volatilityoriginal ↗
21 May 2021
http://markrbest.github.io//hft-and-rust/original ↗
12 May 2021
http://markrbest.github.io//gans-and-synthetic-market-data/original ↗
22 Mar 2021
http://markrbest.github.io//adventures-in-horse-racing/original ↗
9 Feb 2021
http://markrbest.github.io//bitcoin-options/original ↗
8 Feb 2021
http://markrbest.github.io//fractional_diff/original ↗
1 Jan 2021

2020

http://markrbest.github.io//alpha-decay/original ↗
29 Dec 2020
http://markrbest.github.io//volatility-and-noise/original ↗
28 Dec 2020
http://markrbest.github.io//decision-function/original ↗
16 Dec 2020
http://markrbest.github.io//volatility-and-time-of-day/original ↗
15 Dec 2020
http://markrbest.github.io//btc-microstructure/original ↗
14 Dec 2020
http://markrbest.github.io//slippage-part-4/original ↗
12 Dec 2020
http://markrbest.github.io//slippage-execution/original ↗
11 Dec 2020
http://markrbest.github.io//slippage-analysis/original ↗
10 Dec 2020
http://markrbest.github.io//paper-vs-live/original ↗
9 Dec 2020
http://markrbest.github.io//joel-spolsky/original ↗
8 Dec 2020
http://markrbest.github.io//mcmc-for-returns/original ↗
7 Dec 2020
http://markrbest.github.io//savisky-golay-swings-points/original ↗
6 Dec 2020
http://markrbest.github.io//savitsky-golay/original ↗
5 Dec 2020
http://markrbest.github.io//classifying-returns/original ↗
1 Dec 2020
http://markrbest.github.io//problem-with-moving-averages/original ↗
30 Nov 2020