Order Book Imbalance Features: A Microstructure Design
A systems view of order book imbalance features in 2026 — computing OFI, queue imbalance, and microprice from L2 data, plus the engineering pitfalls.
Streaming Trade Data into Iceberg: 2026 Architecture for Fintech
An Iceberg-first architecture for streaming trade data — Kafka Tableflow, compaction, time travel for surveillance, and cost trade-offs.
TWAP Execution Algorithm Architecture: Design & Slippage (2026)
TWAP execution algorithm architecture — order slicing, randomization, microstructure modeling, slippage measurement, and where TWAP fails vs VWAP/IS.
ISO 20022 Migration: A Payments Architecture Guide (2026)
ISO 20022 migration as a systems-design problem — the MX message model, MT coexistence, translation layers, validation, and a reference architecture.
Order Management System Architecture for Trading (2026)
Order management system architecture for trading — event-sourced state, FIX gateways, risk checks, and idempotent execution, as a system design.
Digital Transformation in Banking: 2026 Architecture Guide
Banking digital transformation in 2026 — core modernization, event streaming, ISO 20022, AI risk models, and a reference architecture for cloud-native fintech with regulatory guardrails.