Low-Latency Trading Systems & Algo Trading — From the Order Book to a Live Retail Algo
Almost everything written about high-frequency trading is either breathless…
Tag
trading
14 posts
Paper to Live, Capstone, and Crypto
This is where everything comes together: taking a strategy you believe in…
Costs, Slippage, Money & Emotion
Two things kill far more trading strategies than bad signals: costs and emotions…
Strategies, Including Options Selling
Now the part everyone wants: the strategies. But notice we got here last among…
Backtesting Without Fooling Yourself
If this course could give you only one skill, it would be this one: backtesting…
A Multi-Broker Framework
Your strategy should care about trading, not about the quirks of a particular…
Architecture & Order Management
Now we assemble the whole thing. A serious retail algo isn’t one script — it’s a…
Ultra-Low-Latency: FPGA & the Physics
This lesson is the one you asked for: a proper look at how the very fastest…
The Latency Stack & Co-location
Lesson 5 made your code fast. But the code is only one stage in a longer journey…
Low-Latency Implementation
“Low latency” sounds like it should be about exotic tricks, but most of it is…
The Matching Engine
At the centre of every exchange sits the matching engine — the program that…
Market Data: Ticks, Depth, WebSockets
Every strategy, backtest and risk check is only as good as the data feeding it…
Who's Who and Where Edge Comes From
Before you build a strategy, you should know who’s on the other side of your…
How Markets Work + Indian Structure
Before any code, you need a correct mental model of what a market is. Strip away…