Tag
Quant Trading
English articles and guides tagged Quant Trading.
Record of Quantitative Trading System Development (6): Architecture Evolution and Reconstruction Decisions
Review the five refactorings of Micang Trader, explaining how the system evolved from the initial snapshot to a clearer target architecture, and incorporated technical debt and ADR decisions into long-term governance.
Quantitative trading system development record (4): test-driven agile development (AI Agent assistance)
Starting from a cross-night trading day boundary bug, we reconstruct the test defense line of the quantitative trading system: defect-oriented testing pyramid, AI TDD division of labor, boundary time, data lineage and CI Gate.
Record of Quantitative Trading System Development (Part 3): Python Pitfalls Practical Pitfalls Avoidance Guide (Part 2)
Continuing to reorganize Python risks into a reference piece: how GUI lifecycles, asynchronous network failures, security boundaries, and deployment infrastructure affect the long-term stability of quantitative trading systems.
Quantitative trading system development record (2): Python Pitfalls practical pitfall avoidance guide (1)
Reorganize Python traps from a long list into an engineering risk reference for quantitative trading systems: how to amplify the three types of risks, syntax and scope, type and state, concurrency and state, into real trading system problems.
Quantitative trading system development record (1): five key decisions in project startup and architecture design
Taking Micang Trader as an example, this article starts from system boundaries, data flow, trading-session ownership, unified backtesting/live-trading interfaces, and AI collaboration boundaries to establish the architecture thread for the quantitative trading system series.