Low-Latency Market Data Feed Handler: Engineering Guide
How to engineer a low-latency market data feed handler: line arbitration, ITCH and FIX parsing, kernel-bypass networking, order book build, and tail-latency tuning.
RWA Tokenization Architecture: Issuance to Settlement
A reference architecture for real-world asset (RWA) tokenization: issuance, custody, compliance, and settlement - a systems analysis, not financial advice.
Stablecoin Payment Infrastructure Architecture (2026)
A reference architecture for stablecoin payment rails: on/off-ramps, settlement, treasury, custody, and compliance - a systems analysis, not financial advice.
Real-Time Fraud Detection Architecture: Sub-100ms Scoring (2026)
A four-tier real-time fraud detection architecture: streaming ingest, online features, sub-100ms scoring, and a decision layer balancing recall and FPR.
Transaction Cost Analysis: A 2026 System Architecture
A 2026 architecture for a transaction cost analysis (TCA) system: benchmarks, the data pipeline, slippage decomposition, and execution-quality reporting.
Digital Twin in Finance: Architecture & Use Cases (2026)
Digital twin in finance in 2026: what a financial digital twin really models, reference architecture, risk and liquidity simulation, and honest limits.
Implementation Shortfall Execution Algorithm: Architecture
A 2026 system-design walkthrough of an implementation shortfall execution algorithm: the Almgren-Chriss frontier, scheduling, the slicer, and TCA feedback.
VWAP Execution Algorithm: System Architecture (2026)
A 2026 system-design walkthrough of a VWAP execution algorithm: volume curve forecasting, scheduling, the slicing engine, and transaction cost analysis.
Perpetual Futures Funding-Rate Engine: Architecture (2026)
A 2026 systems design for a perpetual futures funding-rate engine: index/mark price, premium aggregation, settlement scheduling, and failure modes.
Smart Order Routing Engine Architecture (2026)
A 2026 systems design of a smart order routing engine: venue selection, latency budgets, best-execution logic, risk checks, and the failure modes that bite.