DolphinDBdolphindb.hashnode.dev·Oct 30, 2024Optimal Storage for Trading Factors Calculated at Mid to High FrequenciesMaintaining a large number of factors is a common challenge in quantitative analysis. In many cases, the volume factor data can far exceed that of high-frequency market data. For example, calculating factor data for a year across 5,000 securities can...factor
Atharva Pandeyatharvapandey.hashnode.dev·Feb 26, 2024Rust in FinanceAs I ventured deeper into the Rust ecosystem, I set my sights on a project that would not only challenge my technical acumen but also push the boundaries of software architecture — a high-frequency trading (HFT) platform. In the high-stakes world of ...33 readsRust Essentialrust in finance
Siddharthsiddharthqs.com·Oct 9, 2023Latency in Automated Trading SystemLatency is the delay between a signal and a response. It is measured in units of time in seconds, milliseconds, microseconds, nanoseconds and so forth. Latency is an essential feature of any non-trivial mechanical or electronic system e.g. an automat...2 likes·274 readsAlgoTradingtrading,
Ashish Bajpayeeashish01.hashnode.dev·Dec 23, 2022What is High Frequency Trading and building High Performance Trading systems in C++ with low latencyWhat is Algo Trading or HFT ? It is any software that follows a predefined algorithm to place trading instructions. Algo Trading is something that is not done manually or without manual intervention. It is characterized by a high trading rate and a s...275 readshigh frequency trading
