quantitative-trading

DataFunTalk

Jan 29, 2024 · Big Data

Case Study: Deploying RisingWave for Real-Time Stream Processing in a Large-Scale Quantitative Hedge Fund

An ultra‑large hedge fund with over $10 billion AUM replaced ksqlDB and Flink with RisingWave, leveraging its PostgreSQL‑compatible streaming SQL to achieve sub‑10 ms latency, lower learning and operational costs, rich connectors, advanced operators, and comprehensive observability for real‑time trade data processing.

RisingWaveSQLStreaming

0 likes · 10 min read

Case Study: Deploying RisingWave for Real-Time Stream Processing in a Large-Scale Quantitative Hedge Fund

Python Programming Learning Circle

Aug 13, 2022 · Fundamentals

How to Use Python to Retrieve A‑Share Market Data and Control Positions for Quantitative Trading

This article explains four practical Python methods—Pandas_datareader, yfinance, Tushare, and JoinQuant—to fetch A‑share market data and manage trading positions, while also providing QR‑code links to free Python learning resources.

Data RetrievalJoinQuantpandas_datareader

0 likes · 2 min read

How to Use Python to Retrieve A‑Share Market Data and Control Positions for Quantitative Trading

Python Programming Learning Circle

Jul 14, 2022 · Fundamentals

Python Libraries, Core Data Structures, and Algorithms for Quantitative Trading

This article introduces Python's extensive libraries such as Pandas and NumPy, explains their role in quantitative finance platforms, and reviews essential data structures and algorithmic techniques—including arrays, strings, trees, hash tables, DFS, recursion, divide‑and‑conquer, and greedy methods—providing a solid foundation for building trading strategies.

AlgorithmsData StructuresFinance

0 likes · 6 min read

Python Libraries, Core Data Structures, and Algorithms for Quantitative Trading