Distributed Systems in Finance

What Database Scaling Looks Like When Milliseconds Mean Millions

Part 3
Posted on Sat 01 November 2025 | 12 min read

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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

Part 2
Posted on Sat 20 September 2025 | 23 min read

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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

Part 1
Posted on Sun 07 September 2025 | 10 min read

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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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