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One word commonly appearing in algorithmic trading landscape is "POV" – Percentage of Volume. Understanding the POV is crucial for traders seeking efficient execution strategies that depend on the shifting market conditions. In this blog post, we wil...
Latency is the delay between a signal and a response. It is measured in units of time in seconds, milliseconds, microseconds, nanoseconds and so forth. Latency is an essential feature of any non-trivial mechanical or electronic system e.g. an automat...
In algorithmic trading, speed, correctness and efficiency are paramount, and utilizing multithreading can significantly enhance the performance of trading systems. Rust, with its focus on safety, concurrency, and performance, provides a powerful lang...
Often when we hear algorithmic trading, we think about alpha-seeking algorithms i.e. generating profits by predicting market movements or identifying mispricings or trends and executing trades automatically. However, for a long time, algorithmic trad...
In algorithmic trading, you often retrieve data once from web services (data provider) and use it multiple times to back-test multiple strategies. The tick data is used again and again hundreds of times for different transformations (like aggregation...
