Analysis and guides on execution, latency and trading infrastructure.
A strategy that looks flawless in backtest often underdelivers live. The gap lives in execution—slippage, latency, fees, fill rates, and system failures. Here is where PnL leaks, and how to manage execution as alpha.
There’s a kind of pressure that only shows up when things actually go wrong. Your strategy backtests beautifully. The simulated environment runs smoothly. The first few months after going live are uneventful. Then one night, BTC drops 15% in ten…
Slippage is one of the largest yet most controllable costs in crypto trading. Learn why it happens, why it matters more than most traders realize, and how BlockFill helps reduce it.
Most trading teams build their systems layer by layer, patching as they go. The data feed gets connected first. Signal logic gets written in. Order management comes later. Risk controls get bolted on at the end. The result is a…
