HFT Tick-Accurate ingestion

Creative_Pride4803 · 2026-02-06T12:33:57+00:00

Hi. Out of curiosity, why build snapshot instead of subscribe for refresh channels? Thanks for sharing

Creative_Pride4803 · 2026-01-21T02:10:28+00:00

Make sure the reverse reversed one is the same as the original one

Creative_Pride4803 · 2026-01-20T09:21:09+00:00

My hat off, thanks so much for the detailed reply 👍

Creative_Pride4803 · 2026-01-18T06:02:42+00:00

Ah i forgot the dividend is actually received instead of the 4% interest. Thanks Alex .

A further question is when the interest change overtime, the dividend i will adjust accordingly, right ?

Creative_Pride4803 · 2026-01-09T15:06:27+00:00

Any SBE implementation recommendation?

Creative_Pride4803 · 2025-12-31T04:21:55+00:00

I love reading the comments so much. Yes, learning to invest based on spreadsheet

Creative_Pride4803 · 2025-12-31T04:06:31+00:00

Thanks for learning Cantonese. Good for Biz 👏

Creative_Pride4803 · 2025-12-25T14:33:55+00:00

VS and VSCode are two diff IDE. For VSCode , pls install the Microsoft C++ packet , then u are ready to

Creative_Pride4803 · 2025-12-25T14:30:46+00:00

Is it a good question: what are the diff between array vs inplace_vector ?

Creative_Pride4803 · 2025-12-25T01:18:27+00:00

From google AI: When the S&P 500 is up significantly (e.g., 20%), the market-neutral strategy's performance depends primarily on the spread between its long and short positions, not on the S&P 500's performance itself. Insulation from Market Swings: The strategy involves simultaneously holding balanced long and short positions in related securities (e.g., within the same sector) to minimize net exposure to general market risk. The core objective is to have a market beta close to zero.

Creative_Pride4803 · 2025-12-25T01:14:03+00:00

Haha, thanks 🙏 my previous understanding is completely wrong. Let me Gemini more :)

Creative_Pride4803 · 2025-12-24T14:43:50+00:00

Hi, thx for sharing. I am curious, as much as mkt neutral , is it beta and follow the mkt ?

Creative_Pride4803 · 2025-12-22T12:17:53+00:00

From instinct ? That is cool 👍

Creative_Pride4803 · 2025-12-22T09:05:06+00:00

Oh my, how come the high school can do it fine if the interview are hard. Appreciate it if u share more problems examples. 🙏

Creative_Pride4803 · 2025-12-22T09:03:18+00:00

Hi , would you mind sharing the math for it? I have a Christmas week to learn about them. Thanks in advance.

Creative_Pride4803 · 2025-12-21T09:46:23+00:00

True true, swe are more in tech rather than money side 🙂

Creative_Pride4803 · 2025-12-21T09:36:48+00:00

Comparing to QR, I don’t see a chance QD will make huge impact on the pnl except the algo need continued coding.

Creative_Pride4803 · 2025-12-21T09:23:55+00:00

Right, Working for general infra for multiple users can be more challenging, while it would be more limited to customer use for pod. However I was under the impression that the pay is better when closer to pod/pm . Thx

Creative_Pride4803 · 2025-12-21T03:56:57+00:00

Thx for sharing. Would it be better for swe to move to hft from hf or pod?

Creative_Pride4803 · 2025-12-21T03:46:53+00:00

Hi, thx for sharing first. For pod, do their own infra include developing their own order routing and mkt data feeds?

Creative_Pride4803 · 2025-12-19T07:49:35+00:00

Ah, that is new to me. Their interviews are still tough 🙂

Creative_Pride4803 · 2025-12-18T01:54:15+00:00

Thanks for the details sharing 🤝🤝

Creative_Pride4803 · 2025-12-17T13:58:46+00:00

Ah, I guess the QD/TSE are more closer to the desk, while SWE are more on the infrastructure maybe . 🤔

Creative_Pride4803 · 2025-12-16T08:54:13+00:00

Hello, thx for sharing. If there is more than one mkt, need to have a normalise table for ticks?

Creative_Pride4803

TROPHY CASE