https://blog.lynxflow.co/en/tags/%E5%AD%A6%E4%B9%A0%E8%B7%AF%E7%BA%BF/Recent content in 学习路线 on Lynx Tech BlogHugo -- gohugo.ioenSun, 06 Sep 2026 05:41:00 +0800https://blog.lynxflow.co/en/posts/lynxcrypto-tools-roadmap/Sun, 06 Sep 2026 05:41:00 +0800https://blog.lynxflow.co/en/posts/lynxcrypto-tools-roadmap/<img src="https://blog.lynxflow.co/images/lynxcrypto-tools-roadmap-v2.png" alt="Featured image of post LynxCrypto Tools Edition: From Setting Up the Environment to Professional-Grade Quant Researcher — My Roadmap and Every Tutorial" /> Three most valuable conclusions up front: Nobody at a top quant firm uses TradingView for strategy research. Jane Street writes OCaml firm-wide; Two Sigma/Citadel use Python+Java+Spark; HFT is Python research + C++ execution. TradingView is only the &ldquo;eyes&rdquo; (charts + watchlist + alerts), not the &ldquo;brain.&rdquo; The right division of labor for a solo researcher: Jupyter+vectorbt as the brain (strategy discovery), a self-written engine or Freqtrade as the hands (trustworthy backte