Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and financial AI safety & governance
Tag: Market Data
Context: Some trading ideas often pop into my mind unexpectedly, but most of the time I am too lazy to investigate them further. The root cause of this "laziness" is not the effort required to explore the idea itself, but rather the amount of pre-work needed before I can actually start working on it. Collecting … Continue reading QuantFlow: Detecting Trading Opportunities Through Market Lead-Lag Profiling
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
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database When I chat about DolphinDB with someone, it’s common … Continue reading DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database This is the fourth post in my series where … Continue reading Cost Effective DolphinDB – Worth the Money
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database As a high-performance database built for business-critical financial applications … Continue reading Robust DolphinDB – How does DolphinDB Achieve Scalability, Reliability, Resilience, Consistency, and Monitorability
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database In my last blog post, I showcased a cross-exchange … Continue reading Speedy DolphinDB – Why is DolphinDB So Fast?
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database I reckon there is no doubt that kdb+ has … Continue reading Friendly DolphinDB – Cross-Exchange Arbitraging Case
Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) - Market Data Management As a data guy, two thoughts immediately come to my mind when I hear the term "Finance Market Data", 1) They are bloody expensive; 2) What a chore to handle all … Continue reading Buy-Side Financial Data Engineering (3) – Market Data Management
Data Ninjago (Financial Data Architecture) 
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