Quant System

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Architecture Refactoring: Core Service Components & Live Front-Ends
Quant System

Architecture Refactoring: Core Service Components & Live Front-Ends

Quant system architecture refactoring: market-data / trade-return RPC broadcast, two-tier algorithm & strategy services, five core data flows, plus the web and mobile front-end interfaces of the live trading system.

#Architecture#System Design#Live Trading System
Multi-Agent System & Event-Driven Strategy Architecture
Quant System

Multi-Agent System & Event-Driven Strategy Architecture

The five-stage financial event-driven pipeline (collection → extraction → events → fusion → impact analysis) and the multi-agent system's initial architecture (knowledge base + factor generation / ML training / strategy backtest), with the system flowchart and a single-stock backtest.

#Multi-Agent#Event-Driven#Architecture
OpenClaw Sentiment Assistant Work Report
Quant System

OpenClaw Sentiment Assistant Work Report

OpenClaw-based social-media sentiment monitoring: conversational operation end-to-end, news collection, Zhipu embedding-2 semantic clustering (Leader algorithm, threshold 0.85), popularity ranking and Feishu push — Python standard library only, zero external dependencies.

#Sentiment Monitoring#NLP#OpenClaw