quant-dev

Cache Conscious Programming (quant dev notes)

Sep 26 •

Performant Logging (Introduction)

Designing state-of-the art, performant logging frameworks. Comparing four logging implementations.

Sep 4 •

Network Programming; Wire to Handler.

the journey of the binance trade packet

Aug 6 •

High Performance Programming / LMAX Disruptor / Quant Notes / p1153

Jul 21 •

On Market Data Sampling.

May 5 •

Implementing a C-level Orderbook in Python

Mar 14 •

Implementing a C-level Ringbuffer in Python

Mar 6 •

Cython Python for Quants''3

Feb 26 •

Python++ Python for Quants''2

Feb 9 •

Multi-Exchange/Ticker Data Archival

Dec 30, 2024 •

Market Making Replay (part 2; agent based quant infrastructure)

Sep 30, 2024 •

Quantpylib GeneticRegression for Quant Trading Analysis

Apr 30, 2024 •

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