Gas price, private pools, bidding wars are some of the concepts that you need to take into account when building HFT strategies in DeFi.

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Yesterday I presented a session describing some ideas and lessons we have learned while building high-frequency trading(HFT) in decentralized finance(DeFi) protocols. The ideas cover a lot of techniques, best practices and tips that are not very obvious for quants venturing into the DeFi space. Here are a few notes:

· HFT offers a new playground for HFT ideas.

· While traditional HFT is mostly about speed, DeFi-HFT cares about gas price and miner activity.

· When comes to DeFi, better infrastructure triumphs good strategies all the time.

· Heuristics for accumulating gas are super important.

· Integration with private mining…


Data Analytics

The open-source stack is powering real-time analytics pipelines at Uber.

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Source: https://eng.uber.com/aresdb/

I recently started an AI-focused educational newsletter, that already has over 70,000 subscribers. TheSequence is a no-BS (meaning no hype, no news etc) ML-oriented newsletter that takes 5 minutes to read. The goal is to keep you up to date with machine learning projects, research papers and concepts. Please give it a try by subscribing below:

Uber has to rank among the greatest contributors to open source data science infrastructure and frameworks. From machine learning frameworks like Horovod or Pyro to time-series infrastructures such as M3, the Uber engineering team has been incredibly active open sourcing different stacks that are…


Deep Learning, News

The new framework brings state-of-the-art neural architecture search methods to TensorFlow.

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Source: https://github.com/google/model_search

I recently started an AI-focused educational newsletter, that already has over 70,000 subscribers. TheSequence is a no-BS (meaning no hype, no news etc) ML-oriented newsletter that takes 5 minutes to read. The goal is to keep you up to date with machine learning projects, research papers and concepts. Please give it a try by subscribing below:

Automated machine learning(AutoML) is this idea of using machine learning to automate the creation of machine learning models. AutoML has become one of the hottest areas of research in the deep learning space. One of the subdisciplines of AutoML that has been gaining a…


Weekly newsletter that discusses impactful ML research papers, cool tech releases, the money in AI, and real-life implementations.

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The Sequence Scope is a summary of the most important published research papers, released technology and startup news in the AI ecosystem in the last week. This compendium is part of TheSequence newsletter. Data scientists, scholars, and developers from Microsoft Research, Intel Corporation, Linux Foundation AI, Google, Lockheed Martin, Cardiff University, Mellon College of Science, Warsaw University of Technology, Universitat Politècnica de València and other companies and universities are already subscribed to TheSequence.

📝 Editorial

Artificial intelligence (AI) has really brought together the worlds of software and hardware. It’s been decades since chip manufacturers have paid so much attention to advancements in…


Detecting relationships between objects remains a tremendous challenge in modern computer vision.

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Source: http://www.smartandsnazzykids.com/which-is-better-for-your-child-playing-alone-or-playing-with-others/

I recently started an AI-focused educational newsletter, that already has over 70,000 subscribers. TheSequence is a no-BS (meaning no hype, no news etc) ML-oriented newsletter that takes 5 minutes to read. The goal is to keep you up to date with machine learning projects, research papers and concepts. Please give it a try by subscribing below:

Relational reasoning is a key component of fluid intelligence. Since we are babies we learn to detect relationships between objects in space and time. Relational reasoning is so ubiquitous in our thinking that we barely notice it. Every time that we are deciding which…


The preferred market-metaphor for Bitcoin is not very valid these days. Current market conditions are showing strong similarities in the performance of Bitcoin and some large-cap equities.

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Source: https://academy.ivanontech.com/blog/bitcoin-vs-gold-vs-stocks-complete-comparison-of-history-and-the-future

The theory of Bitcoin as digital Gold has been dominating the narratives in financial media outlets. The comparison makes sense intuitively but seems a bit disconnected from the market behavior of the digital asset. These days, the behavior of Bitcoin does not resemble commodities like Gold or Silver by any stretch. In fact, these days, Bitcoin is sort of negatively correlated with Gold. The reality is that Bitcoin is showing astonishing similarities with highly volatile, large-cap tech equities many of which have exposure to crypto. Let’s try to illustrate that thesis using a few key data points:

1) There is no apparent correlation between Bitcoin and Gold and Silver commodities.

Bitcoin is showing…


The Sequence published a nice series of articles about time-series forecasting.

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Source: http://www.mrjaybhanushali.com/work.html

Recently, I’ve been doing a lot of work in time-series forecasting and evaluating new research and technology in the space. I used some of that experience to publish a new series as part my AI newsletter: The Sequence Edge that covers traditional and novel techniques in time series forecasting. From basic methods like ARIMA to highly sophisticated methods like Transformer, this series helps you explore some of the core ideas, research and new technology frameworks relevant to time-series forecasting problems. Take a look:

These articles are part of our paid newsletter, The Sequence Edge but the price is super affordable…


MobileNetv3 incorporate apply novel ideas such as AutoML and mobile deep learning to computer vision.

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Source: https://analyticsindiamag.com/why-googles-mobilenetv2-is-a-revolutionary-next-gen-on-device-computer-vision-network/

I recently started an AI-focused educational newsletter, that already has over 70,000 subscribers. TheSequence is a no-BS (meaning no hype, no news etc) ML-oriented newsletter that takes 5 minutes to read. The goal is to keep you up to date with machine learning projects, research papers and concepts. Please give it a try by subscribing below:

Mobile deep learning is becoming one of the most active areas of research in the artificial intelligence(AI) space. Designing deep learning models that can execute efficiently on mobile runtimes requiring rethinking many of the architecture paradigms in neural networks. Mobile deep learning models need…


During this holiday season I am revisiting some of the most important AI papers of the last year.

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Source: https://callminer.com/blog/ask-the-expert-6-questions-about-ai-in-the-contact-center/

I recently started an AI-focused educational newsletter, that already has over 70,000 subscribers. TheSequence is a no-BS (meaning no hype, no news etc) ML-oriented newsletter that takes 5 minutes to read. The goal is to keep you up to date with machine learning projects, research papers and concepts. Please give it a try by subscribing below:

Most efforts in language intelligence focus on training models for extracting knowledge from textual datasets. That paradigm assumes that the target knowledge is already embedded in the dataset and doesn’t require any further clarifications but that rarely resembles how humans learn. When presented with…


Weekly newsletter that discusses impactful ML research papers, cool tech releases, the money in AI, and real-life implementations.

Image for post
Image for post

The Sequence Scope is a summary of the most important published research papers, released technology and startup news in the AI ecosystem in the last week. This compendium is part of TheSequence newsletter. Data scientists, scholars, and developers from Microsoft Research, Intel Corporation, Linux Foundation AI, Google, Lockheed Martin, Cardiff University, Mellon College of Science, Warsaw University of Technology, Universitat Politècnica de València and other companies and universities are already subscribed to TheSequence.

📝 Editorial: GPT-3 and Large Language Models can Get Out of Control

Arnold Schwarzenegger really ruined AI for us. When people think about dangerous uses of AI, images of killing robots, à la Terminator, pop into their heads. While…

Jesus Rodriguez

CEO of IntoTheBlock, Chief Scientist at Invector Labs, I write The Sequence Newsletter, Guest lecturer at Columbia University, Angel Investor, Author, Speaker.

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