SLSergiy Lutsakinfix-api.hashnode.dev·20h ago · 13 min readFIX 4.4 in C# From Scratch: Build, Checksum and Parse Orders Without a LibraryEvery broker that offers "FIX API access" is offering the same thing underneath: a TCP socket that speaks the Financial Information eXchange protocol. Most .NET developers meet FIX through QuickFIX/n,00
Ccm45t3rincandlestick.hashnode.dev·3d ago · 12 min readThe Hammer and the Hanging Man Are the Same CandleA hammer is a small body with a long lower wick. It's a bullish reversal signal. A hanging man is a small body with a long lower wick. It's a bearish reversal signal. Geometrically, they are the same 00
HHunterMarketsinhuntermarkets.hashnode.dev·Sep 10 · 5 min readPAMM vs. MAM vs. Social Copy Trading: What We Learned Building Multi-Account Architectures in 2026The Multi-Account Paradigm in Trading Platform Engineering Platform engineers and system architects often encounter conflicting requirements when designing trade allocation systems: PAMM, MAM, and Soc01S
RARodrigo Alvesinrodrigoalves.hashnode.dev·Aug 31 · 16 min readTopological Data AnalysisIntroduction When thinking about data, the first thing that probably comes to your mind is numbers. You might picture standard metrics used to characterize datasets, like the mean, median, and standar00
VSValerii Sakarainhonest-backtest.hashnode.dev·Aug 30 · 4 min readThe 2:1 Setup That Paid Out at 0.75:1This is one from a bot I run myself, not a client audit — but the same shape shows up often enough in code I review that it's worth writing up on its own. "Backtest looked fine, live looks worse" usua00
VSValerii Sakarainhonest-backtest.hashnode.dev·Aug 29 · 5 min readThe request.security() Value That Isn't There Yet"Profitable in the Strategy Tester, losing money live" usually gets blamed on slippage. One specific, mechanically checkable cause is worth ruling out first — and it's documented behavior, not a rare 00
WWIOWIZinrvp.hashnode.dev·Aug 27 · 1 min readWZ-HFT: Market Data to Order in 12 Cycles. The Prototype Took 240 ns @ 50 MHz.WZ-HFT: Market Data to Order in 12 Cycles We have been building RISC-V cores, IP, VIP, accelerators and SoC reference designs. For WZ-HFT, we pushed those components through a latency-sensitive tradin00
NANikhil Adithyaninfreecodecamp.org·Aug 26 · 41 min readBuild a Market Time Machine: Replay Trading Sessions with Python and WebSocketsHistorical market data usually arrives as a completed dataset. That's convenient for analysis, but very different from the way trading software experiences a live market. In production, events arrive 00
AHArnold Holminstratcorealpha.hashnode.dev·Aug 25 · 6 min readPartial Fills Need an Execution State Machine, Not a Slippage ConstantA trading signal can be correct while the live position is wrong. That usually happens when the strategy treats order submission as execution. It sends a quantity, assumes the whole quantity filled, t10
GGTZHostingtzhost.hashnode.dev·Aug 14 · 2 min readNetwork Latency and Determinism in Algorithmic Trading ArchitectureIn High-Frequency Trading (HFT) systems engineering, deterministic network performance is paramount. Systems must ingest millions of market data updates per second and execute orders within microsecon00
