Blog

A deep dive into Pipeline — the composite allocation algorithm we built on top of HRP. Hierarchical Risk Parity as the base, a long/short overlay driven by agent signals and confidence, and a final risk correction via CVaR with a Hull-White volatility adjustment. The full math from our spec, plus the actual Rust implementation.

One basket of crypto, twelve allocation algorithms, one honest comparison. We open-sourced a Rust portfolio optimizer that runs HRP, HERC, MVO, Black-Litterman, NCO, Entropy Pooling and more behind a single interface — here is how each one thinks and why no single winner exists.

Architectuur van OneTick — een time-series-engine op enterprise-niveau voor tickdata. DAG-queries via Event Processors, geünificeerde realtime en historische data, marktbewaking (MiFID II, MAR, SEC), TCA, quantitatief onderzoek en vergelijking met kdb+.

Architecture deep dive into TradingAgents — an open-source LangGraph framework where LLM agents (analysts, researchers, trader, risk management, portfolio manager) engage in structured debates to make trading decisions.

Een analyse van arbitrage tussen Polymarket, Limitless, Predict.fun, Opinion en Kalshi. Dynamische fees, cross-chain bridges, slippage, resolution risk — en waarom een spread van 5% alsnog verlies kan opleveren.

Architecture of T-Bricks — a modular HFT platform in C++ for market making, ETF arbitrage, and centralized risk management. 100+ clients, 150+ exchanges, nanosecond latencies.

Een review van Flowsurface — een gratis desktopapplicatie gebouwd in Rust voor real-time DOM-heatmap, footprint-charts, time & sales en depth-ladder-visualisatie. Ondersteunt Binance, Bybit, Hyperliquid, OKX en MEXC.