ALGOSTREAM / guides
24 guides / generated from markdown

Documentation

the guides

Every layer of AlgoStream, documented where it is built. These pages are generated from docs/guides/*.md — the markdown in the repository is the source of truth, so what you read here and what you read on GitHub cannot drift apart.

Foundations4 guides

Getting a build running, writing a strategy, and the event bus and domain types underneath.

Getting Started 9 sections · 1 table · 10 code blocks Writing a Strategy tutorial 6 sections · 5 code blocks Domain Models 9 sections · 13 code blocks Event Bus 11 sections · 4 tables · 13 code blocks
Market Data4 guides

Live feeds in, normalized bars and statistics out.

Data Ingestion 11 sections · 5 tables · 2 diagrams · 3 code blocks Normalization & Quality 7 sections · 1 table · 8 code blocks Time Series 8 sections · 3 tables · 1 diagram · 4 code blocks Statistical Processing 10 sections · 2 tables · 1 diagram · 2 code blocks
Strategy4 guides

Cointegration, models, order routing and risk control.

Pairs Trading 8 sections · 1 table · 2 diagrams · 2 code blocks Advanced Models 7 sections · 2 tables · 1 diagram · 6 code blocks Order Management 8 sections · 3 tables · 1 diagram · 2 code blocks Risk Management 10 sections · 4 tables · 1 diagram · 8 code blocks
Research4 guides

Backtesting, Monte Carlo simulation, performance measurement and parameter search.

Backtesting 8 sections · 3 tables · 5 code blocks Monte Carlo 11 sections · 3 tables · 5 code blocks Performance Analytics 6 sections · 2 tables · 2 code blocks Strategy Optimization 10 sections · 2 tables · 2 code blocks
Operations8 guides

Running it, watching it, securing it, and knowing what to do when it breaks.

Dashboard 12 sections · 4 tables · 1 code block Telemetry 10 sections · 4 tables · 1 code block Live Runtime paper only 9 sections · 3 tables · 1 diagram · 1 code block Reporting 8 sections · 2 tables · 1 code block Performance Tuning reference 9 sections · 1 table · 28 code blocks Security 7 sections · 3 tables · 10 code blocks Deployment container verified · k8s dry-run only 5 sections · 2 tables · 8 code blocks Runbook 9 sections · 2 tables · 14 code blocks