Update to the Documentation and Tick-Data Archiver
Since the last post -
we have updated the documentation to match the v2 market maker script and data replay and open research standard.
The quantpylib repo pass discount is now closed. Additionally, the feed archiver now takes an optional parameter `splits` that allows larger scale data archival even when running on low memory instances. When `splits=1`, the behaviour is unchanged.
See: https://hangukquant.github.io/hft/hft/
quantpylib is our community repo for learning and trading:
Next post is on the tick data modelling feature.
Some of you have reached out about substack discounts, especially those who have their 1year discounted access expired and now subject to higher rates. We will send out the discount pass over the coming days.
Cheerios