CrazyTomato

5 ms·

1.
FICC Curves and Surfaces Are Built(medium.com)
2 points by CrazyTomato 2mo ago|0 comments
2.
Calculate Real-Time Implied Volatility for Commodity Options(medium.com)
2 points by CrazyTomato 3mo ago|0 comments
3.
Building a High-Performance C++ Backtesting Framework(dolphindb.com)
14 points by CrazyTomato 3mo ago|2 comments
4.
by CrazyTomato 3mo ago
Fair point. I just shared the Medium version out of habit. I'll keep that in mind for future submissions. Appreciate the feedback.
5.
We Made Trading Signals Microsecond-Level Easy – 100 Factors in 40µs(medium.com)
3 points by CrazyTomato 3mo ago|1 comments
6.
Real-Time Portfolio Analytics with Declarative Stream Processing(medium.com)
2 points by CrazyTomato 4mo ago|0 comments
7.
An End-to-End Machine Learning Pipeline on Time-Series Data(medium.com)
2 points by CrazyTomato 4mo ago|0 comments
8.
We Built a Real-Time Money Flow Monitoring System(medium.com)
3 points by CrazyTomato 4mo ago|0 comments
9.
Why Digital Twins Need Low-Latency Data Processing(medium.com)
3 points by CrazyTomato 4mo ago|2 comments
10.
Comparing Three Time-Series Databases on Billion-Row IoT Workloads(medium.com)
2 points by CrazyTomato 4mo ago|0 comments
11.
We Built a Real-Time Implied Volatility Engine for Commodity Options(medium.com)
2 points by CrazyTomato 4mo ago|0 comments
12.
Building Real-Time Risk Monitoring for 24/7 Crypto Markets(medium.com)
3 points by CrazyTomato 4mo ago|0 comments
13.
Building and Backtesting a Dynamic Grid Trading Strategy for Crypto(medium.com)
2 points by CrazyTomato 4mo ago|0 comments
14.
A Production-Ready Factor Library for Downsampling L2 Tick Data to Daily Signals(medium.com)
3 points by CrazyTomato 4mo ago|0 comments
15.
Building a Real-Time Stock Momentum Ranking System(medium.com)
4 points by CrazyTomato 4mo ago|0 comments
16.
GPU-Accelerated Alpha Factor Discovery: 30x Faster Than Python GPLearn(medium.com)
4 points by CrazyTomato 4mo ago|0 comments
17.
How to Build Institution-Grade Yield Curves and Volatility Surfaces(medium.com)
4 points by CrazyTomato 4mo ago|0 comments
18.
Funding Rate Arbitrage on Crypto Perpetuals: Implementation and Backtest(medium.com)
2 points by CrazyTomato 5mo ago|0 comments
19.
We Backtest High-Frequency Options Spread Strategies with Volatility Timing(medium.com)
3 points by CrazyTomato 5mo ago|0 comments
20.
How to Build Multi-Asset Backtests for Real Trading Strategies(medium.com)
2 points by CrazyTomato 5mo ago|1 comments
21.
Visualizing FX Options: From Yield Curves to 3D Volatility Surfaces(medium.com)
1 points by CrazyTomato 5mo ago|0 comments
22.
Margin Trading and Securities Lending Strategy Backtesting(medium.com)
1 points by CrazyTomato 5mo ago|0 comments
23.
Benchmarking Quant Backtesting Engines(medium.com)
1 points by CrazyTomato 5mo ago|0 comments
24.
by CrazyTomato 11mo ago
A practical walkthrough of building a backtest that blends index-trend filters with stock-level factor screens, runs on minute bars with event callbacks, and implements risk controls, order sizing, and periodic rebalancing—end to end from s
25.
Real-time stock volatility prediction with deep learning on a time-series DB(medium.com)
2 points by CrazyTomato 11mo ago|0 comments
26.
Computing High-Frequency Factors in Real Time for Quantitative Models(medium.com)
1 points by CrazyTomato 11mo ago|0 comments
27.
Stream Processing of Financial Factors in High-Frequency Trading(medium.com)
2 points by CrazyTomato 11mo ago|0 comments