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Post-Mortem: Losing Money At 36k-Feet Above Sea Level & How Not To
An all-rounded guide to an independent Quant's loss-prevention, error management, logistics, DevOps, and related.
Aug 13, 2023
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Post-Mortem: Losing Money At 36k-Feet Above Sea Level & How Not To
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July 2023
Realistic Backtester for Perpetual Futures (Part 2/2) (With Code)
A guide to writing a realistic market simulator for Crypto perpetual futures.
Jul 29, 2023
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Realistic Backtester for Perpetual Futures (Part 2/2) (With Code)
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Realistic Backtester for Perpetual Futures (Part 1/2) (With Code)
A guide to writing a realistic market simulator for Crypto perpetual futures.
Jul 29, 2023
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Realistic Backtester for Perpetual Futures (Part 1/2) (With Code)
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Announcement & 20%-off This Week
Thank you for your reading and support!
Jul 12, 2023
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Announcement & 20%-off This Week
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Quant Infrastructure #6 - Simulating Markets - An Introduction
An introduction to simulating and backtesting markets for MFT and HFT.
Jul 12, 2023
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Quant Infrastructure #6 - Simulating Markets - An Introduction
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June 2023
Quant Infrastructure #5 - Order Executor
A guide to robust order tracking in a trading infrastructure.
Jun 24, 2023
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Quant Infrastructure #5 - Order Executor
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Interlude - Precise Decimals In Quant Systems (Part 2/2)
How to implement an efficient fixed-point decimal for high-frequency market data.
Jun 16, 2023
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Interlude - Precise Decimals In Quant Systems (Part 2/2)
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Interlude - Precise Decimals In Quant Systems (Part 1/2)
Dealing with decimal quantities in MFT and HFT trading systems - a practical overview.
Jun 13, 2023
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Interlude - Precise Decimals In Quant Systems (Part 1/2)
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May 2023
Quant Infrastructure #4 - Keeping Track of Inventory
How to stay in sync with an asynchronous exchange.
May 30, 2023
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Quant Infrastructure #4 - Keeping Track of Inventory
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Quant Infrastructure #3 - Performant Time-Series Storage
A guide to an extremally fast and lightweight time-series data store.
May 18, 2023
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Quant Infrastructure #3 - Performant Time-Series Storage
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Quant Infrastructure Series #2 - Exchange Client
A comprehensive guide to building a robust exchange client.
May 6, 2023
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Quant Infrastructure Series #2 - Exchange Client
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April 2023
Quant Infrastructure Series #1
An independent practicioner's introduction to building Quant Infrastructure.
Apr 23, 2023
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Quant Infrastructure Series #1
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