himanshuj16

himanshuj16/frank

himanshuj16/frank

himanshuj16/frank

himanshuj16/frank

himanshuj16/frank

himanshuj16/tradefloor

himanshuj16/tradefloor

himanshuj16/tradefloor

himanshuj16/tradefloor

himanshuj16/tradefloor

himanshuj16/tradefloor

Use when writing high-volume ticks or order logs into TimescaleDB, ClickHouse or Kafka and one static batch size either stalls in ...

Use before each child-order decision in a TWAP, VWAP or POV schedule when a volatility spike should bound participation, child siz...

himanshuj16/algo-trading-skills

Use before loading historical OHLCV into a backtest, to declare and verify the adjustment mode; separates raw, split-adjusted and ...

Use before promoting an ML trading signal, to measure how often epsilon-bounded feature perturbations flip its output. A black-box...

Use when passive fills keep happening just before the market moves against you, measuring forward markouts in basis points against...

Use when moving crypto out of cold storage and the signing key must never touch an internet-connected machine; models the round tr...

Use when initialising VWAP, TWAP or implementation shortfall execution with instrument-specific starting constraints, classifying ...

Use when an order is generated or parameterised by an algorithm and the venue or regulator requires algorithm identification, regi...

Use when comparing brokers on an algo wheel from captured arrival prices and fills, ranking them by notional-weighted implementati...

Use when auditing whether a proprietary trading firm has crossed a quantitative registration trigger: the 17 CFR 240.15b9-1 condit...

Use when a bot connects to the Alpaca Trading API and must never cross paper keys with the live endpoint; pins the base URL per en...

Use when turning an alternative data source into model features and the event date differs from the date your fund actually receiv...

Use when onboarding an alternative data vendor, triaging legal rights, material non-public information exposure, scraping and comp...

Use when a book holds long American-style options and today's question is exercise now or sell, comparing intrinsic value against ...

Use when running the annual compliance readiness gate before a US chief executive and chief compliance officer sign: SEC Rule 206(...

Use before deploying a live bot, to audit existing broker API keys for scopes they do not need. Flags withdrawal, transfer and adm...

Use when turning mobile app engagement panels such as downloads and active users into a fundamental signal for consumer companies,...

Use when building the Automated Order Processing gate an Australian market participant must place in front of every trading messag...