Trading Systems

Designing, building, and operating the infrastructure to run strategies in production.

Difficulty expert

Reading order

1. System Design — end-to-end architecture
2. Technology Stack — languages, libraries, infra
3. Data Pipelines — ingestion, storage, cleaning
4. Backtesting Engine — event-driven simulation
5. Paper Trading — live simulation
6. Execution Algorithms — TWAP, VWAP, IS, SOR
7. Live Deployment — promotion, rollback, observability
8. Monitoring and Alerting — what to watch, what to page on
9. Low-Latency Architecture — when microseconds matter

What you should walk away with

• A reference architecture you can adapt to your own stack.
• A checklist for promoting a backtest to live capital safely.
• A view on where latency engineering is worth it and where it isn't.

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