What Database Scaling Looks Like When Milliseconds Mean Millions
Financial systems process billions of time-series data points with sub-millisecond query requirements: constraints that break traditional databases.
Learn the architectural patterns that actually work: vertical scaling strategies, intelligent sharding schemes, and why market data demands different trade-offs than web applications.
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Message-Oriented Architectures in Trading Systems: Patterns for Scalability and Fault Tolerance
Explore how message-oriented architectures power modern trading systems. Learn patterns, delivery guarantees, and broker trade-offs for high-frequency finance.
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Canton: A Distributed Ledger for Global 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.
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