Блог

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.

How to identify the current market regime (bull, bear, sideways) using Hidden Markov Models and automatically switch trading strategies. With Python code and backtests.