HFTS Blog
High-Frequency Trading Insights
Deep dives into HFT mechanics, order book dynamics, backtesting methodology, and strategy development with real tick data.
OHLC Bars vs Last Trades vs Quotes — Very Different Results
Same strategy, same day, three data sources. The OHLC run returns +1.70%. The quotes run loses 2.13%. Here is exactly what changes at each step and what it means for your strategy.
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HFTS is Live — How We Built a Tick-Level HFT Simulator in Nim
From a Rust + Tokio prototype to a full Nim stack: discrete-event simulation engine, Python strategy API via nimpy, sandboxed execution with bubblewrap, and real WebSocket feed handlers.
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