Deep dives into AI trading, market analysis, and the future of DeFi.
Browse collections →Nothing found. Try a different query.
Como o DeepLOB combina uma CNN, um módulo inception e uma LSTM para prever movimentos do preço médio a partir de dados brutos do livro de ofertas — a arquitetura, os números reais do FI-2010 e uma reimplementação funcional em PyTorch.
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.
Arquitetura do OneTick — um mecanismo de séries temporais de nível empresarial para dados tick. Consultas DAG via Event Processors, dados históricos e em tempo real unificados, vigilância de mercado (MiFID II, MAR, SEC), TCA, pesquisa quantitativa e comparação com 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.
Uma análise da arbitragem entre Polymarket, Limitless, Predict.fun, Opinion e Kalshi. Taxas dinâmicas, pontes cross-chain, slippage, risco de resolução — e por que um spread de 5% ainda pode dar prejuízo.
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.