Category: Project
-
A High-Performance Algorithmic Trading Framework in Rust
Rust is such a brilliant creation If you keep an eye on Linux kernel updates, it’s obvious that one of the most controversial topics—aside from the some recent filesystem drama—is the adoption of Rust. Some more experienced developers dislike the complexity that Rust introduces, and that’s totally understandable. But I’m firmly on the other side:…
-
A Memory-Efficient Sliding Window Transformer for Time Series Prediction
Introduction Time series forecasting is one of the most challenging problems in machine learning, especially when dealing with high-frequency financial data or large-scale temporal datasets. Traditional approaches like LSTM and GRU networks often struggle with long-range dependencies, while standard transformer models can be memory-intensive for time series applications. In this post, I’ll walk you through…
-
KVM QEMU Guest Performance Tuning
For over 3 years, I have been trying to run windows APPs and games in windows guest on linux host. I was not satisfied with the performance until very recently. This is definitely a long journey but it’s a great challenge. I would like to share all the things I have learned along the way.…
-
A C++ Implementation of Matrix Operations
Code repository
-
Demo of the strategy in RITC Algorithm Trading case
For the MATLAB codes, API and RTD documentations, please refer to the GitHub repository. GitHub The first diagram is PNL