P.Thai Capital · Quant Stack Architecture
Báo cáo Architecture mô tả stack kỹ thuật đứng sau P.Thai Capital — từ data ingestion (vndirect, FiinPro, custom scrapers) đến execution layer (auto-trading qua API broker) và monitoring real-time.
Phạm vi báo cáo
- Data layer: vndirect API, FiinPro feed, EOD scrapers, alternative data (Google Trends, news sentiment)
- Storage: time-series DB (InfluxDB), relational (PostgreSQL), object store cho raw dump
- Factor library: 40+ factors, IC tracking, half-life monitoring
- Backtester: vectorized pandas + event-driven hybrid, walk-forward built-in
- Risk engine: position-level VaR, portfolio-level stress tests, real-time MTM
- Execution: API broker integration, smart order router, slippage tracking
- Monitoring: Grafana dashboards, alert qua Telegram, weekly auto-report