Posted on Sun 12 October 2025 in Trading Infrastructure
How do you execute $100M orders across 10+ crypto exchanges without moving the market? This deep-dive covers the infrastructure behind institutional trading systems: market data pipelines, smart order routing, execution quality metrics, and building for failure.
Posted on Sat 04 October 2025 | Part 1 of Low-Latency Fundamentals
An introduction to ring buffers, a foundational data structure for low-latency systems. We'll cover how they work, why they're fast, common variants, and practical use cases in real-time applications.
Posted on Sat 20 September 2025 | Part 2 of Distributed Systems in Finance
Explore how message-oriented architectures power modern trading systems. Learn patterns, delivery guarantees, and broker trade-offs for high-frequency finance.
Posted on Sun 07 September 2025 | Part 1 of Distributed Systems in Finance
Traditional settlement takes 2-3 days because banks can't trust shared state. Canton Network changes this with domain-based consensus and cryptographic privacy. First article in our Distributed Systems in Finance series: we examine how Canton's distributed ledger achieves real-time settlement without sacrificing confidentiality.
Posted on Mon 04 August 2025 in Quant Development
async_rithmic is an async-native Python wrapper for the Rithmic trading API, designed for building low-latency futures trading systems in Python. Learn how it improves on pyrithmic, integrates with modern event loops, and simplifies access to real-time market data, order placement, and account updates.
Posted on Sat 10 May 2025 in Software Architecture
Discover how to improve SQLAlchemy performance using an in-memory database built in pure Python. We benchmark SQLite and introduce a faster SQLAlchemy in-memory alternative for backtesting and simulations.
Posted on Sat 19 April 2025 in Quant Development
Discover 7 Python built-in functions that every developer should know. These tips and tricks will help you optimize your code, improve performance, and write cleaner trading algorithms.
Posted on Fri 28 March 2025 in Software Architecture
Explore key design patterns like Abstract Factory, Service Locator, and Event Emitter to build modular and scalable algorithmic trading systems in Python.
Posted on Mon 10 March 2025 in Low Latency
This article introduces core low latency C++ programming techniques, including inline functions, CPU-level optimizations, and compile-time tricks to boost performance in trading systems and real-time applications.
Posted on Mon 03 March 2025 in Portfolio construction
Many trading strategies show low correlations on paper, but that doesn't mean they're independent. In this article, we will explore the hidden risks in trading portfolios by understanding the interdependence of strategies and the limitations of correlation as a sole risk measure.