Technical writing on European portfolio infrastructure: T+2 settlement mechanics, tax lot accounting across jurisdictions, MiFID II compliance implementation, and exchange connectivity engineering. Written by engineers who build this infrastructure, for engineers who are deciding whether to build it themselves.
Net asset value calculation across 14 exchanges with different price feed latencies requires a careful architecture. How to build real-time NAV that feeds directly into rebalancing triggers.
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Tracking allocation drift requires more than a simple percentage check. Weighted drift, factor drift, and liquidity-adjusted drift give a more accurate picture of rebalancing urgency.
Each European exchange imposes different rate limits, burst allowances, and backoff requirements. A practical guide to building a resilient order dispatch layer.
Dividend withholding rates across Germany, France, Netherlands, and Sweden differ significantly. How platforms can automate reclaim eligibility tracking alongside portfolio rebalancing.
Too-tight drift bands cause excessive trading and tax drag. Too-loose bands let portfolios drift from target allocation for months. How to model optimal threshold widths.
Launching a brokerage product inside a neobank involves more than an exchange API connection. The 12 infrastructure components that determine whether your launch goes smoothly.
When a portfolio holds the same security across three exchanges, cost basis tracking becomes a multi-ledger reconciliation problem. The technical architecture that solves it.
Calendar vs threshold-based rebalancing: what the research says about optimal frequency for European retail portfolios, accounting for transaction costs and tax drag.
Retail investment platforms connecting to multiple European exchanges face 14 different order protocols, settlement calendars, and fee structures. The hidden cost of fragmentation.
UK ISA and French PEA wrappers impose different contribution limits and eligible asset rules. How rebalancing engines can handle wrapper-aware lot selection automatically.
The most resilient financial platforms are built from narrow, well-designed APIs. A case for composable wealthtech infrastructure over monolithic portfolio management systems.
The choice between FIFO and HIFO cost basis methods has real impact on investor tax liabilities. How different European jurisdictions handle lot selection — and how to automate it.
Settlement windows vary by exchange and asset class. Understanding T+2 mechanics across Euronext, Deutsche Börse, and SIX is essential for accurate rebalancing sequencing.
We publish when we have something specific to say about European portfolio infrastructure — not on a content calendar. Typically one or two articles a month.