learn-with-litmus.hashnode.devMinimizing Market Impact: A Developer's Guide to the TWAP Execution AlgorithmThis is a practical guide for institutional and algorithmic developers looking to execute large orders efficiently. When trading large blocks of equities, a single large market order can create signif18h ago·9 min read
learn-with-litmus.hashnode.devMastering FIX, WebSocket & PTP in Python for High-Frequency TradingThe world of electronic trading is built on a foundation of incredibly fast and reliable data exchange. To achieve the sub-millisecond execution speeds and deterministic data synchronization required,2d ago·10 min read
learn-with-litmus.hashnode.devML-Based Alpha for Quantitative ResearchIn this article, we'll dive into the fascinating world of ML-based alpha factor research. Our goal is to uncover predictive signals in financial markets using the power of machine learning. Alpha factFeb 20·9 min read
learn-with-litmus.hashnode.devDeploying a Real-time Trading Backtesting Microservice with gRPC, uberFX, and Pulumi on AzureIn the fast-paced world of algorithmic trading, having a robust and efficient backtesting system is crucial. This article guides you through building and deploying a real-time trading backtesting microservice. We'll leverage gRPC for high-performance...Feb 18·10 min read
learn-with-litmus.hashnode.devHands-on Guide to Creating Your Own Multimodal LLMA Multimodal LLM is an AI model capable of processing and integrating information from different "modalities"—most commonly text and images. While standard LLMs like GPT-3 operate solely on text tokens, a multimodal model like Claude or GPT-4o uses a...Feb 16·5 min read