Hacker News: CrazyTomatohttps://news.ycombinator.com/user?id=CrazyTomatoHacker News RSShttps://hnrss.org/hnrss v2.1.1Mon, 08 Jun 2026 19:22:50 +0000<![CDATA[A Production-Ready Factor Library for Downsampling L2 Tick Data to Daily Signals]]>Article URL: https://medium.com/@DolphinDB_Inc/high-frequency-data-holds-more-alpha-than-you-think-a-factor-library-to-unlock-it-a9201c24a264

Comments URL: https://news.ycombinator.com/item?id=48443026

Points: 2

# Comments: 0

]]>Mon, 08 Jun 2026 09:19:44 +0000https://medium.com/@DolphinDB_Inc/high-frequency-data-holds-more-alpha-than-you-think-a-factor-library-to-unlock-it-a9201c24a264CrazyTomatohttps://news.ycombinator.com/item?id=48443026https://news.ycombinator.com/item?id=48443026<![CDATA[Building a Real-Time Stock Momentum Ranking System]]>Article URL: https://medium.com/@DolphinDB_Inc/building-a-real-time-stock-momentum-ranking-system-with-dolphindb-stream-processing-8ee9d9c484b4

Comments URL: https://news.ycombinator.com/item?id=48291717

Points: 4

# Comments: 0

]]>Wed, 27 May 2026 09:24:01 +0000https://medium.com/@DolphinDB_Inc/building-a-real-time-stock-momentum-ranking-system-with-dolphindb-stream-processing-8ee9d9c484b4CrazyTomatohttps://news.ycombinator.com/item?id=48291717https://news.ycombinator.com/item?id=48291717<![CDATA[GPU-Accelerated Alpha Factor Discovery: 30x Faster Than Python GPLearn]]>Article URL: https://medium.com/@DolphinDB_Inc/30x-faster-alpha-factor-mining-the-gpu-edge-every-quant-needs-523821e241d5

Comments URL: https://news.ycombinator.com/item?id=48277046

Points: 4

# Comments: 0

]]>Tue, 26 May 2026 09:00:23 +0000https://medium.com/@DolphinDB_Inc/30x-faster-alpha-factor-mining-the-gpu-edge-every-quant-needs-523821e241d5CrazyTomatohttps://news.ycombinator.com/item?id=48277046https://news.ycombinator.com/item?id=48277046<![CDATA[How to Build Institution-Grade Yield Curves and Volatility Surfaces]]>Article URL: https://medium.com/@DolphinDB_Inc/the-hidden-foundation-of-pricing-and-risk-how-ficc-curves-and-surfaces-are-really-built-f6608eb7b04f

Comments URL: https://news.ycombinator.com/item?id=48264664

Points: 4

# Comments: 0

]]>Mon, 25 May 2026 08:30:07 +0000https://medium.com/@DolphinDB_Inc/the-hidden-foundation-of-pricing-and-risk-how-ficc-curves-and-surfaces-are-really-built-f6608eb7b04fCrazyTomatohttps://news.ycombinator.com/item?id=48264664https://news.ycombinator.com/item?id=48264664<![CDATA[Funding Rate Arbitrage on Crypto Perpetuals: Implementation and Backtest]]>Article URL: https://medium.com/@DolphinDB_Inc/profiting-from-perpetuals-implementing-a-funding-rate-arbitrage-strategy-with-backtesting-e8b9b8766ac1

Comments URL: https://news.ycombinator.com/item?id=48233392

Points: 2

# Comments: 0

]]>Fri, 22 May 2026 08:31:54 +0000https://medium.com/@DolphinDB_Inc/profiting-from-perpetuals-implementing-a-funding-rate-arbitrage-strategy-with-backtesting-e8b9b8766ac1CrazyTomatohttps://news.ycombinator.com/item?id=48233392https://news.ycombinator.com/item?id=48233392<![CDATA[We Backtest High-Frequency Options Spread Strategies with Volatility Timing]]>Article URL: https://medium.com/@DolphinDB_Inc/backtesting-application-medium-and-high-frequency-options-spread-strategy-with-volatility-timing-178316cb8c75

Comments URL: https://news.ycombinator.com/item?id=48219626

Points: 3

# Comments: 0

]]>Thu, 21 May 2026 08:45:53 +0000https://medium.com/@DolphinDB_Inc/backtesting-application-medium-and-high-frequency-options-spread-strategy-with-volatility-timing-178316cb8c75CrazyTomatohttps://news.ycombinator.com/item?id=48219626https://news.ycombinator.com/item?id=48219626<![CDATA[How to Build Multi-Asset Backtests for Real Trading Strategies]]>Article URL: https://medium.com/@DolphinDB_Inc/how-to-build-multi-asset-backtests-for-real-trading-strategies-94a25352fae0

Comments URL: https://news.ycombinator.com/item?id=48190885

Points: 2

# Comments: 1

]]>Tue, 19 May 2026 08:51:41 +0000https://medium.com/@DolphinDB_Inc/how-to-build-multi-asset-backtests-for-real-trading-strategies-94a25352fae0CrazyTomatohttps://news.ycombinator.com/item?id=48190885https://news.ycombinator.com/item?id=48190885<![CDATA[Visualizing FX Options: From Yield Curves to 3D Volatility Surfaces]]>Article URL: https://medium.com/@DolphinDB_Inc/from-yield-curves-to-3d-vol-surfaces-a-practical-guide-to-fx-options-visualization-ae2f14b7715a

Comments URL: https://news.ycombinator.com/item?id=48176981

Points: 1

# Comments: 0

]]>Mon, 18 May 2026 08:53:04 +0000https://medium.com/@DolphinDB_Inc/from-yield-curves-to-3d-vol-surfaces-a-practical-guide-to-fx-options-visualization-ae2f14b7715aCrazyTomatohttps://news.ycombinator.com/item?id=48176981https://news.ycombinator.com/item?id=48176981<![CDATA[Margin Trading and Securities Lending Strategy Backtesting]]>Article URL: https://medium.com/@DolphinDB_Inc/why-your-backtests-fail-in-margin-trading-securities-lending-and-how-to-fix-it-8f1c2d592baf

Comments URL: https://news.ycombinator.com/item?id=48146012

Points: 1

# Comments: 0

]]>Fri, 15 May 2026 08:31:27 +0000https://medium.com/@DolphinDB_Inc/why-your-backtests-fail-in-margin-trading-securities-lending-and-how-to-fix-it-8f1c2d592bafCrazyTomatohttps://news.ycombinator.com/item?id=48146012https://news.ycombinator.com/item?id=48146012<![CDATA[Benchmarking Quant Backtesting Engines]]>Article URL: https://medium.com/@DolphinDB_Inc/benchmarking-quant-backtesting-engines-dolphindb-vs-backtrader-metatrader4-vnpy-and-kungfu-1a17d6a820cf

Comments URL: https://news.ycombinator.com/item?id=48132396

Points: 1

# Comments: 0

]]>Thu, 14 May 2026 08:01:10 +0000https://medium.com/@DolphinDB_Inc/benchmarking-quant-backtesting-engines-dolphindb-vs-backtrader-metatrader4-vnpy-and-kungfu-1a17d6a820cfCrazyTomatohttps://news.ycombinator.com/item?id=48132396https://news.ycombinator.com/item?id=48132396<![CDATA[New comment by CrazyTomato in "[dead]"]]>A practical walkthrough of building a backtest that blends index-trend filters with stock-level factor screens, runs on minute bars with event callbacks, and implements risk controls, order sizing, and periodic rebalancing—end to end from signals to portfolio evaluation.

]]>Thu, 06 Nov 2025 03:42:44 +0000https://news.ycombinator.com/item?id=45831143CrazyTomatohttps://news.ycombinator.com/item?id=45831143https://news.ycombinator.com/item?id=45831143<![CDATA[Real-time stock volatility prediction with deep learning on a time-series DB]]>Article URL: https://medium.com/@DolphinDB_Inc/dolphindb-application-in-deep-learning-real-time-stock-volatility-prediction-53e91928a4e0

Comments URL: https://news.ycombinator.com/item?id=45808671

Points: 2

# Comments: 0

]]>Tue, 04 Nov 2025 08:24:52 +0000https://medium.com/@DolphinDB_Inc/dolphindb-application-in-deep-learning-real-time-stock-volatility-prediction-53e91928a4e0CrazyTomatohttps://news.ycombinator.com/item?id=45808671https://news.ycombinator.com/item?id=45808671<![CDATA[Computing High-Frequency Factors in Real Time for Quantitative Models]]>Article URL: https://medium.com/@DolphinDB_Inc/calculating-high-frequency-factors-in-real-time-0c2e1cd24a58

Comments URL: https://news.ycombinator.com/item?id=45760801

Points: 1

# Comments: 0

]]>Thu, 30 Oct 2025 15:01:27 +0000https://medium.com/@DolphinDB_Inc/calculating-high-frequency-factors-in-real-time-0c2e1cd24a58CrazyTomatohttps://news.ycombinator.com/item?id=45760801https://news.ycombinator.com/item?id=45760801<![CDATA[Stream Processing of Financial Factors in High-Frequency Trading]]>Article URL: https://medium.com/@DolphinDB_Inc/stream-processing-of-financial-factors-high-frequency-implementation-874a51111179

Comments URL: https://news.ycombinator.com/item?id=45747721

Points: 2

# Comments: 0

]]>Wed, 29 Oct 2025 15:01:31 +0000https://medium.com/@DolphinDB_Inc/stream-processing-of-financial-factors-high-frequency-implementation-874a51111179CrazyTomatohttps://news.ycombinator.com/item?id=45747721https://news.ycombinator.com/item?id=45747721