Latency Labs Blog
Welcome to my blog. I write about low-latency software, quantitative finance, high-performance computing, and AI.
Scanning for Options Trading Opportunities in Python with the Quotient API
Learn how to use Python and the Quotient API to fetch entire options chains and scan for interesting trading opportunities by filtering contracts based on criteria like open interest and volume.
Analyzing Intraday Market Patterns in Python with the Quotient API
A practical guide on how to fetch high-frequency intraday stock data using the Quotient API and perform a classic quantitative analysis: calculating the Volume Weighted Average Price (VWAP).
C++20 Coroutines for High-Performance I/O in Trading Systems
An introduction to C++20 coroutines and how they can be used to write clean, scalable, and high-performance asynchronous I/O code, with a focus on applications in financial technology.
Lock-Free Data Structures in C++ for HFT
An overview of lock-free programming principles and how to implement a lock-free queue in modern C++ for high-frequency trading systems.
From Monolith to Microservices: A Trading System Case Study
A case study on the architectural trade-offs of refactoring a monolithic trading application into a distributed system of microservices.