Posts With Tag: April 30

In an high-frequency trading environment, we need to have a trading system which provides interfaces for receiving data and interacting with the market for our trading models (the mathematical or algorithmic logic that analyses data and decides how to trade). One really important thing to first consider in our trading system is to separate it from our trading models. If our trading system is coupled with our trading models, it can become a nightmare situation to modify model behaviour or to add new, fundamentally different models as the time it will take to implement them will be too much.

This April, I am going to do something that I’ve never done before. Which is to write and publish a blog post every single day for the entirety of the month.