Quantitative Finance
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Hamish Gibson

Undergraduate degree in Computer Science & Economics at the University of Exeter. Pursuing an MSc in Computational Mathematical Finance at the University of Edinburgh.

Founder of Edinblock LTD. Data provider for the Cryptocurrency market, and writing & tinkering with proprietary algos.

Other interests include Blockchain Technology, Machine Learning, and US politics.

Let's $\mathbb{E}[X_{N+1}| X_{1}, \ldots, X_{N}] = X_{N}$ and get it on

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6 Algorithmic Trading: Python vs SQL May 2 '20
4 What are the biggest new advancements in the field of quantitative finance in the last 10 years? May 10 '20
4 How does the underlying get delivered for electricity market derivatives? Apr 13
3 Basics of trading strategy development Apr 21 '20
3 What the … are all of you studying/working for asking such questions? Apr 29 '20
2 Are there any studies on the link between energy markets and hedging-strategies for Cryptocurrency mining? Apr 14
2 Accurate model but execution in backtesting is losing money Apr 21 '20
2 What benefits do using log returns for model training provide? May 3 '20
1 What market conditions are attributable to prolonged instances of triangular arbitrage opportunities? May 8 '20
1 Would C++'s speed over Python make it a more applicable language for scalping arbitrage opportunities? May 9 '20
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