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Boris Fesenko

Founder @ BJF Trading Group. Building HFT & forex arbitrage software since 2000. C#, FIX API, latency arbitrage, masking strategies. Ontario, Canada.

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Simulating Last Look: The Broker's Hold Window in 50 Lines of Python
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Simulating Last Look: The Broker's Hold Window in 50 Lines of Python

#python #finance #hft #simulation
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3 min read
Detecting Asymmetric Slippage in Your Fill Data (with Python)
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Detecting Asymmetric Slippage in Your Fill Data (with Python)

#python #trading #datascience #hft
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3 min read
Retail Forex Brokers Don't Publish Execution Data — So I Open-Sourced a Way to Measure It
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Retail Forex Brokers Don't Publish Execution Data — So I Open-Sourced a Way to Measure It

#python #opensource #fintech #data
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4 min read
Measuring broker latency: building a tick-divergence detector for latency arbitrage
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Measuring broker latency: building a tick-divergence detector for latency arbitrage

#python #trading #finance #tutorial
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6 min read
Why crypto arbitrage windows close before your REST poll completes
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Why crypto arbitrage windows close before your REST poll completes

#cryptocurrency #python #websocket
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9 min read
How Forex Brokers Detect Latency Arbitrage in 2026: A Technical Breakdown
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How Forex Brokers Detect Latency Arbitrage in 2026: A Technical Breakdown

#ai #machinelearning #networking #performance
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7 min read
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