This is a summary of links featured on Quantocracy on Saturday, 06/24/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Quant Infrastructure #5 – Order Executor [Taiwan Quant]In the previous article of the main series, we looked at robustly tracking our trading inventory and built an Inventory component for our Quant Infrastructure. In this article, we look at tracking and managing orders and build an OrderExecutor for this purpose. Orders require a different approach from the Inventory because we actively control them as opposed to passively taking information from