Diepgaande verkenningen van AI-handel, marktanalyse en de toekomst van DeFi.
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How DeepLOB combines a CNN, an inception module, and an LSTM to predict mid-price moves from raw order book data — the architecture, the real FI-2010 numbers, and a working PyTorch reimplementation.
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.
Architecture of OneTick — an enterprise-grade time-series engine for tick data. DAG queries via Event Processors, unified real-time and historical data, market surveillance (MiFID II, MAR, SEC), TCA, quant research, and comparison with 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.
Breaking down arbitrage between Polymarket, Limitless, Predict.fun, Opinion, and Kalshi. Dynamic fees, cross-chain bridges, slippage, resolution risk — and why a 5% spread may still lose money.
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.