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View allGetting queue position from L2 and order book data
March 27, 2025
Build a Pairs Trading Strategy in Python
February 16, 2025
Visualize market data with TradingView Lightweight Charts

Analyzing live market data with Databento and RisingWave
March 27, 2025
Matching engines: 3-minute guide for traders & developers
September 13, 2024
How we built the world’s fastest cloud-ready ticker plant
September 12, 2024
Getting futures tick sizes & notional tick values in Python
September 09, 2024
How to calculate VWAP in Python with Databento and pandas
August 29, 2024
Self-match prevention: Microstructure hack or trading signal
August 28, 2024
Company
View allMeet the team: Vini Livramento, senior software engineer
March 27, 2025
Quants worth following: Alex Reyfman
March 25, 2025
Quants worth following: Ben Orthlieb and Romain Serman
February 28, 2025
Quants worth following: Renee Yao
January 13, 2025
Quants worth following: Timothy Klassen
November 22, 2024
Quants worth following: Giuseppe Russo
September 06, 2024
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