Why log returns matter
Log returns are a very useful concept when working with timeseries. It turns out given statement is even more true when working with time-series database and materialized views in clickhouse.
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View All TagsLog returns are a very useful concept when working with timeseries. It turns out given statement is even more true when working with time-series database and materialized views in clickhouse.
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I will describe here how in CryptoQuant I architected parsing user-input trading rules into a machine runnable AST.
This parsing system forms the critical bridge between human-readable trading strategies and executable code that can efficiently process market data - ultimately allowing our users to automate sophisticated trading strategies without requiring deep programming expertise.
CryptoQuant is basically one person startup, hence, the architectural choices made need to be pragmatic.