Nexus Digital

Technical ebooks for algorithmic traders and quant developers. From order engine architecture to backtesting frameworks — real code, real sy...
Kragujevac, RS
Created byProfile pictureVuk Stanic
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Vuk StanicProfile picture@userd05c2670212·Apr 26

I built a production trading engine from scratch.

Not a course about trading. Not a theory book. 5 technical manuals written by the engineer who actually built it.

Here's what's inside:

Order Engine Architecture — FIFO matching, order book data structures, market maker mechanics

The Circuit Breaker Problem — A real bug story. Why your SL/TP logic fails in production and how to fix it. (This one alone is worth the price.)

Data Pipeline — TVC3 binary format, ring buffers, bar aggregation, VPIN slippage

Risk Management Engineering — Commission handling, Kelly criterion, drawdown tracking, portfolio risk

Backtest Architecture — Look-ahead bias, slippage modeling, walk-forward analysis. Why backtesting ≠ live trading.

$20 per book. $80 for the bundle. Book 5 is bundle-only.

Free preview: Book 2, Chapter 1 — "Why Your SL/TP Logic Is Probably Wrong"

Built for developers who want to build things that work.