Can you use autoregressive diffusion to generate market data?(blog.janestreet.com)
173 points by jsomers | 53 comments
Jane Street blog post exploring whether autoregressive diffusion models can generate realistic synthetic financial market data.
#market-data on Hacker News
2 stories tagged market-data, newest first.
Case study: Algorithmic trading with Go(polygon.io)
394 points by WestCoastJustin | 252 comments
A Polygon.io blog case study, dated June 30, 2023, about building algorithmic trading systems with the Go programming language.