Blog articles over Data Architecture, Data Engineering, Business Intelligence, Machine Learning, and Data Quality Improvement
Category: *QuantFlow
Before I start talking about how effective this architecture can be at reducing infrastructure costs, I should first make the old point that there is really no free lunch. Compared with commercial cloud data platforms and warehouses such as Databricks, BigQuery, and Snowflake, an open lakehouse setup requires significantly more engineering effort to build, operate, … Continue reading S3 + Parquet + Iceberg + Trino: A Poor Man’s Market Data Platform
For many years, a large portion of systematic strategies relied on relatively low-frequency signals. These approaches worked well when they were under-explored, but over time they have been widely researched, increasingly arbitraged, and structurally compressed in edge. As a result, a growing share of remaining opportunity has shifted toward market microstructure — order flow dynamics, … Continue reading How QuantFlow Handles Large-Scale Market Data
One of the reasons — actually, the core reason — I chose DolphinDB as the built-in streaming engine for QuantFlow's streaming execution layer is that it's really fast, even for the kind of complicated computation that requires chained steps. Thanks to that speed, and with QuantFlow's MarketState engine and FeatureDAG compiler on top, we can … Continue reading QuantFlow Fun – Build a Low-Latency Feature Monitor Dashboard
Data Ninjago (Finsight-Tech Blogs) 
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