Stories by Polly_Liu

Calculate Real-Time Implied Volatility for Commodity Options

Efficient Backtesting for Rebalanced Investment Portfolios

How We Built a High-Performance Factor Evaluation Framework

Yield Curves and Volatility Surfaces Are Built in Modern Finance

Engineering a 24/7 Market Data Infrastructure for Crypto Trading

We Use One Data Pipeline for Research and Live Trading

Implementing Live Cryptocurrency Trading with DolphinDB

Real-Time Capital Flow Analysis Using Window Aggregation

Build High-Frequency Order Books from Tick Data