Practical writing on market data engineering, streaming APIs and building low-latency financial applications.
183 results
Ever wondered how to tap into real-time stock market data for your own projects? I’m here to walk you through it. This article is all about connecting you with the powerful world of stock market data APIs, especially AllTick’s real-time dat
By AllTick
6 min read
In the previous article, Why Choose Quantitative Trading, we discussed the differences between humans and machines when executing strategies. Although calm and emotionless machines perform better in trading, don't…
By AllTick
1 min read
Strictly speaking, quantitative trading uses complex statistical methods and mathematical models to identify “high-probability” events that can generate excess returns from vast amounts of historical data, looking…
By AllTick
1 min read
In the U.S. stock market, there is a highly watched group of stocks known as the “U.S. M7.” The origin of this name is actually quite interesting. It dates back to 2023 and comes from Michael Hartnett, an analyst at a New York bank, who…
By AllTick
1 min read
#1 Stable Returns Stable returns are one of the key indicators for evaluating the quality of a quantitative strategy. They represent the strategy’s ability to consistently generate profits during the backtest period. A truly robust quantita
By AllTick
12 min read
Quantitative trading has become an increasingly popular and widely adopted modern investment approach in the global financial markets. By leveraging mathematical models, statistical analysis, and computer algorithms, it transforms vast amou
By AllTick
13 min read
In the stock market, volatility is an indicator that measures the degree of price fluctuation. It reflects how much a stock’s price has risen or fallen over a period of time. The higher the volatility, the greater the price movement; conver
By AllTick
7 min read
China has several major stock exchanges: Stock code formats in China vary by exchange and stock type. Typically, you can identify the type of stock based on the prefix or structure of its code. Below are common coding rules and the correspo
By AllTick
2 min read
The Dow Jones Index is one of the most famous stock market indexes in the world and is commonly used to measure the overall performance of the U.S. stock market. It consists of 30 large, well-known American companies…
By AllTick
1 min read
Whether you’re trading stocks, futures, forex, or cryptocurrencies, you’ve probably heard people talking about market trends. But the question is: how strong is a trend, exactly? Is there an indicator that can quantify the strength of a tre
By AllTick
5 min read
In this article, we will try to create a backtesting framework with Python that includes the following features: To achieve this goal, we need several key components…
By AllTick
4 min read
A Contract for Difference (CFD) is a derivative financial instrument that is typically offered by CFD platforms to buyers...
By AllTick
1 min read
The order matching engine is the heart of any trading system. It consists of several key components, including matching algorithms, data management, and communication interfaces. Its core function is to match buy and sell orders from market
By AllTick
7 min read
Everyone has a different investment style, but broadly speaking, investors usually have two options: they can focus on short-term trades to profit from price fluctuations, or concentrate on long-term investments to earn returns from trends.
By AllTick
5 min read
A-share Trading Hours Exchange Name Trading Hours Lunch Break Hours Night Trading Hours Shanghai Stock Exchange 9:30–15:00 11:30–…
By AllTick
1 min read
Showing 121–135 of 183
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