Polly_Liu

3 ms·

1. 1.▲
   Engineering Always-On Market Data Infrastructure for Crypto Trading(medium.com)

   3 points by Polly_Liu 2mo ago|0 comments
2. 2.▲
   Calculate Real-Time Implied Volatility for Commodity Options(medium.com)

   4 points by Polly_Liu 3mo ago|0 comments
3. 3.▲
   Efficient Backtesting for Rebalanced Investment Portfolios(medium.com)

   2 points by Polly_Liu 4mo ago|0 comments
4. 4.▲
   How We Built a High-Performance Factor Evaluation Framework(medium.com)

   3 points by Polly_Liu 4mo ago|0 comments
5. 5.▲
   Yield Curves and Volatility Surfaces Are Built in Modern Finance(medium.com)

   3 points by Polly_Liu 4mo ago|0 comments
6. 6.▲
   Engineering a 24/7 Market Data Infrastructure for Crypto Trading(medium.com)

   2 points by Polly_Liu 4mo ago|0 comments
7. 7.▲
   We Use One Data Pipeline for Research and Live Trading(medium.com)

   2 points by Polly_Liu 4mo ago|0 comments
8. 8.▲
   Implementing Live Cryptocurrency Trading with DolphinDB(medium.com)

   2 points by Polly_Liu 4mo ago|0 comments
9. 9.▲
   Real-Time Capital Flow Analysis Using Window Aggregation(medium.com)

   2 points by Polly_Liu 4mo ago|0 comments
10. 10.▲
    Build High-Frequency Order Books from Tick Data(medium.com)

    3 points by Polly_Liu 4mo ago|0 comments
11. 11.▲
    by Polly_Liu 5mo ago

    Excellent deep dive into multi-asset backtesting with DolphinDB.