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Market Maker's Blog

How to limit Pandas memory usage

On 09 August 2024 - tagged python

Pandas is a powerful library for data analysis in Python. It is widely used in data science and data engineering. However, it can be memory-intensive, especially when working with large datasets. In this post, we will explore how to limit Pandas memory usage and improve it by 80% on an example trading dataset.

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Plotting cumulative orderbook in Python

On 10 August 2024 - tagged python

Simple function for plotting cumulative orderbook in Python with Python and Plotly

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Integrating Custom Trading Indicators with Pandas

On 18 February 2025 - tagged resources, python

How to implement common trading indicators using Pandas/NumPy and extend Pandas objects with custom methods for computing those indicators for seamless financial analysis.

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Building HFT algos with hftbacktest and Lake

Come back later for: Backtest high-sharpe HFT strategies with hftbacktest integrated with Lake

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