VectorBT: The Fastest Backtesting Framework for Python
Overview of VectorBT — an innovative quantitative analysis library that changes the approach to backtesting thanks to the power of NumPy and Numba.
Exploration approfondie du trading par IA, de l'analyse de marché et de l'avenir de la DeFi.
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Overview of VectorBT — an innovative quantitative analysis library that changes the approach to backtesting thanks to the power of NumPy and Numba.
How and why we built an ultra-low-latency messaging system for HFT from scratch in Zig. No JVM, no GC, no surprises. SPSC ring buffer at 20 ns, IPC at 30 ns, codec at 0 ns. With benchmarks.
Open-source TypeScript/Bun bot for automated ETF portfolio rebalancing on Tinkoff Invest. Four balancing modes, margin trading, multi-account support. With source code.
A deep dive into Aeron — the messaging system from Real Logic for high-frequency trading. Transport, Archive, Cluster, Sequencer. What's inside, how it works, and where the bottlenecks are.
A systematic breakdown of shorting strategies after shitcoin pumps. Funding rate, OI, volume analysis, candlestick patterns, liquidation cascades. With a practical algorithm.
A comprehensive guide to order types in algorithmic trading: standard exchange orders, chasing limit, time-based, virtual/synthetic orders. With code examples and real-world use cases.
Two-axis classification of candle construction: 17 base bar types (time, tick, volume, dollar, Renko, range, volatility, Heikin-Ashi, Kagi, Line Break, P&F, TIB, VIB, run, CUSUM, entropy, delta) × 3 aggregation methods (calendar, rolling, adaptive) = 51 combinations. With implementation code and practical recommendations.