Ruize Ren

Talks:

14:35 UTC

VLLimitOrderBook.jl, simulation of electronic order book dynamic

07/26/2023, 2:35 PM — 2:45 PM UTC
Online talks and posters

VLLimitOrderBook.jl is a package written in Julia that simulates order book dynamics and matching for equities, options, and cryptocurrency orders. The orders in the book are stored in an AVL Tree data structure and prioritized based on price and time.

14:50 UTC

Streaming real-time financial market data with AWS cloud

07/26/2023, 2:50 PM — 3:00 PM UTC
Online talks and posters

Historical data is useful in the financial industry, particularly for back-testing trading strategies. However, a single machine can't store real-time data for even a single ticker symbol. Thus, constructing a distributed scalable computer system to persist real-time financial data requires time and a significant financial commitment. Using cloud computing services reduces this barrier. This talk describes a real-time cloud-based financial data streaming and storage system implemented in Julia.

Platinum sponsors

JuliaHub

Gold sponsors

ASML

Silver sponsors

Pumas AIQuEra Computing Inc.Relational AIJeffrey Sarnoff

Bronze sponsors

Jolin.ioBeacon BiosignalsMIT CSAILBoeing

Academic partners

NAWA

Local partners

Postmates

Fiscal Sponsor

NumFOCUS