Accounting and Journal Entries. It is the most important thing that few get excited to talk about. At least, it’s unlikely that it is the first place most users’ minds will go to when considering an all-in-one asset management technology platform. …


Key Value Stores and the API Versioning Quandary

If you’re not into APIs and versioning you should close your browser now!

— Winston Churchill

This is for people who have a key/value store as a database and don’t support partial updates. …


In it’s simplest form, back-testing is the process of attempting to verify how a given investment strategy would perform in real-world conditions, without risking real $.

Let’s say you have a hypothesis that a perfect time to buy is when the 20 day moving average (DMA) crosses the 50 day…


There are many NLP models floating around, and my favourite framework for dealing with NLP models is Spacy. The out of the box models are great for general well-written English which is great; but poses a problem when we start dealing with Reddit / Twitter :D

Firstly we have hashtags…


There are various types of quantities in financial systems, and the blindness to its complexity can cause a tailspin as systems become more complex. The goal of this article is to give readers more perspective as to why such a simple idea can become a complex topic.

Cash Equities

Cash equities (a.k.a…


Happy Holidays!

There can never be a singular ‘correct’ way to view financial products used by banks, asset managers, pension funds, etc, but at some point everybody has to code it somewhere into their system(s).

Here is a stab that may be useful. You can ignore the root node. Beyond…


Following on from:

In previous posts we talked more about getting data than analyzing data. I firmly believe the bedrock of any successful technology product is the ability to easily get access to the data you want…


This follows on from:

After thinking through your API experience, you will naturally end up with a set of services that are generally aligned with key datasets. For each service you will need to pick the best technical architecture. …


This follows on from the first post on business strategy ~= data strategy

Let’s assume your business strategy aligns with exposing data, building APIs, or building a platform.

Some business strategy examples for a trading exchange might be:

  • Customers want to build their customized execution algorithms
  • Customers want to leverage…


There is an inherent link between your data strategy and your business strategy, in that to quickly execute your business strategy, your data needs to be in great shape. …

David Doherty

Spent career at various financial institutions across continents and across the buy/sell side. Content/thoughts are my own, not my employers’

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