Mark Best (@MarkBestForex) / X

Mark Best

3,895 posts

Mark Best

@MarkBestForex

I model professionally. HFT, MM, rust.

Joined January 2015

Pinned
Mark Best
@MarkBestForex
Feb 8
If anyone wants to read about one of the ways you can get flip flop bugs like this i wrote about it a few months ago. Its basically really easy to do and one of the fastest ways you can incinerate and account. markrbest.github.io/positions-and-…
yenwod
@yenwod_
Feb 7
~100m gone in in 13 minutes rough estimate assuming ~50-75 bps px impact times the 16b bybit volume
30K
Mark Best
@MarkBestForex
May 22, 2024
Replying to @airkatakana
I heard a story once that McKinsey gave a lecture to the new grads about work life balance at 7pm on a Friday.
80K
Mark Best
@MarkBestForex
Jun 23, 2025
After two years, I’ve parted ways with my business partner and am now exploring new opportunities. I’ve built a Rust HFT trading platform and multiple strategies that could be valuable to the right team. If you know of any groups who might be interested, feel free to DM me.
38K
Mark Best
@MarkBestForex
Aug 3, 2025
markrbest.github.io/convolutions-a… I've written an article about using moving averages to exit positions. It might help some of the ML people out there that struggle with noisy returns. Best of luck.
13K
Mark Best
@MarkBestForex
Sep 30, 2024
I've made a reading list of books related to algo trading. markrbest.github.io/reading-list/ Let me know what you think. It seems like quite a hot topic. I think these books cover topics important to strategy development even if the ideas cannot be used directly.
20K
Mark Best
@MarkBestForex
Aug 14, 2025
Replying to @SydSteyerhart
* I exploited a niche that only worked as i'm a first mover. * It no longer works as its completely crowded. * pay me for clicks on the technique that no longer works since its crowded out. Its pretty smart ngl
2.5K
Mark Best
@MarkBestForex
Jun 30, 2025
I cannot stress enough, if you use backtests for strategy research. When you test strategies and configs you should automatically archive the code/configs and logs to a directory/zip. Then when you invariably break something you can always walk back to the last, best version.
18K
Mark Best
@MarkBestForex
Aug 25, 2024
Replying to @PaulSkallas
This is a big deal if you're into astronomy. Orange light is easy to filter. LEDs are basically impossible. So if you live in a modern city, star gazing sucks.
6.9K
Mark Best
@MarkBestForex
May 14, 2024
Recent discussions about tick to trade made me do a more in depth analysis of the practical problems. Data is really bursty and the problem is actually worse than i thought. Thanks @BruHFT_quant for the inspiration. markrbest.github.io/message-arriva…
38K
Mark Best
@MarkBestForex
Jul 11, 2024
If you have some time this blog is really worth checking out. There is some absolute gold in there. tr8dr.wordpress.com tr8dr.github.io
tr8dr.wordpress.com
Tr8dr
Systematic Models & Strategies
12K
Mark Best
@MarkBestForex
Jul 30, 2024
Replying to @Martposting
2.7K
Mark Best
@MarkBestForex
Aug 18, 2025
There won't be a second date, but at least now she knows what a second order cone program is.
Boring_Business
@BoringBiz_
Aug 16, 2025
There won’t be a second date, but at least now she knows what a leveraged buyout is
7.9K
Mark Best
@MarkBestForex
Jul 15, 2025
markrbest.github.io/dealing-with-d… New article about helping to prevent bottlenecks and how to implement a fast/slow path if running quant/ML models.
Mark Best
@MarkBestForex
Jun 30, 2025
Replying to @f4stsc0pe @Quantaraum and 3 others
I should maybe write something about conflation and how to deal with this issue. There's a neat design that splits fast and slow paths so that you can avoid getting bottle necked. It also depends on what you're trading and how many updates you're getting.
13K
Mark Best
@MarkBestForex
May 16, 2024
I don't say enough nice things about python. Being able to write stuff like beta = np.linalg.pinv(X.T, @ X) @ (X.T @ y) is absolutely beautiful.
85K