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From Signal to Execution: Building a Real-Time Alpha Factory on the Lakehouse

Dan Chan
2 weeks, 5 days ago
From Signal to Execution: Building a Real-Time Alpha Factory on the Lakehouse [S2]

Background — Questions 21–23

After 30 years on institutional trading desks—from fixed income arbitrage to multi-asset quant funds—we rebuilt our research stack on Databricks over AWS. Every intraday signal (IC decay, regime shift, volatility clustering) flows through Lakehouse pipelines. During stress events like 2020 COVID crash or DeFi liquidity cascades, our biggest failure modes weren’t alpha—…

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Dan Chan
2 weeks, 6 days ago
From Signal to Execution: Building a Real-Time Alpha Factory on the Lakehouse [S1]

Background

After three decades on the sell-side and buy-side trading desks—from voice brokerage to fully automated cross-asset execution—we moved our alpha pipelines onto Databricks running on AWS. The desk consumes tick data, options Greeks, liquidity pool flows from DeFi AMMs, and factor signals (IC, IR, breadth) streamed into Delta Lake. Traders rely on AI/BI dashboards for intraday risk—PnL ex…

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