#Trading
Articles about Trading — exploring patterns, best practices, and real-world implementations in production systems.
8 posts tagged with trading. ← All posts
Turning a firehose of unstructured headlines into a disciplined, point-in-time trading signal.
Turning unstructured news into a tradable signal with LLMs: entity/event extraction, sentiment scoring, aggregation to a per-asset signal, latency and point-in-time constraints, and combining qualitative signals with a q…
How to build a quant model that predicts up-or-down moves without quietly fooling yourself into a backtest that never survives contact with real markets.
Building a quant direction model without fooling yourself: feature engineering from price/volume, walk-forward (not random) cross-validation, avoiding look-ahead and survivorship bias, and why realistic backtests beat im…
Modeling limit/market/stop and GTC/IOC/FOK semantics as a lifecycle instead of a pile of flags.
Model order-type and time-in-force semantics (limit/market/stop; GTC/IOC/FOK) as a lifecycle.
Handle a live market-data feed the way an engineer must: sequence checking, gap recovery, and snapshot-plus-delta order-book reconstruction.
Handle a market-data feed: sequence checking, gap recovery, and snapshot-plus-delta order-book reconstruction.
Enforce pre-trade risk limits and keep real-time positions and mark-to-market P&L without stalling the order path.
Enforce pre-trade risk limits and keep real-time positions and mark-to-market P&L.
How price-time priority, a single-threaded sequencer, and gap-free event streaming combine into an exchange core you can replay byte-for-byte.
Teaches how to build a deterministic matching engine: price-time priority order book, limit/market/IOC/FOK order types, single-threaded sequencer for determinism, and gap-free trade/execution event streaming.
How a buy-side smart order router turns one parent order into dozens of child orders, scores venues in real time, and then proves it did the right thing.
How a buy-side SOR splits a parent order across venues, scores liquidity/fees/latency, and proves best execution with TCA.
The 40-year-old tag=value protocol still carrying most of the world's equity orders — and how to build an engine that survives a dropped connection.
How FIX session layer (logon, heartbeat, sequence-number gap-fill, resend) and application layer (NewOrderSingle, ExecutionReport) actually work, and how to build a resilient FIX engine.
All posts on this site are written by Pratik Dhanave, an Agentic AI Architect with 7+ years building production distributed systems, multi-agent AI platforms, and cloud-native infrastructure. About the author → Each article includes working code, architecture diagrams, and references to the specific frameworks and standards discussed. Browse all posts or explore related topics using the tag cloud above.