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Trading ideas and discussions
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Quantitative Trading
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2026-02-18 23:57:03
raw text
Quantitative Trading – Trading ideas and discussions Quantitative Trading Links About Archive 29 Oct 2022 Building Candlesticks in Rust Candlesticks are a common way to represent price and volume of an asset over a period of time. There are various common types of bars such as time, volume, tick bars, hieken-ashi, renko to name a few. There is a lot of information about the implementations of these on the internet so their details will not be covered here. The aim of this article is to share some tips for implementation and also an implementation of Marcos Lopez de Prado’s... 23 Oct 2022 Fast Logging for HFT In Rust In this article, we’ll be discussing a fast way of logging in Rust and its application to high-frequency trading. The code presented here solves two problems, one is well-known, the latter less so. It is imperative to avoid using IO operations within the strategy thread, but logging operations can hide a lot of memory operations that should also be avoid...
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