Archive - HangukQuant Research

More on the Black Scholes Digital Pricing

Nov 9 •

Digital Option Volatility Arbitrage Done Wrong

Nov 3 •

October 2025

Digital Option Market Making on Prediction Markets

Oct 24 •

Intrusive Design for Low-Latency Trading Systems

intrusive design, intrusive pointers and gotchas

Oct 16 •

Timestamp-ing for Performance

using modern x86-64 TSC for micro-benchmarking tiny kernels and hot-path timestamps in cpp

Oct 9 •

compile-time eval + lock-free equals du du du du

Du du du du, Max Verstappen~. combining compile time eval and the cache conscious ringbuffer to achieve sub100ns p99-logging latency

Oct 4 •

September 2025

Cache Conscious Programming (quant dev notes)

Sep 26 •

Quant Handbook update p1346

Sep 15 •

Performant Logging II. Exploring Lambdas

Lambdas, Closures, Closure Classes in cpp. Notes on compiler SBO, SSO.

Sep 10 •

Performant Logging (Introduction)

Designing state-of-the art, performant logging frameworks. Comparing four logging implementations.

Sep 4 •

August 2025

Quant Notes/Quantcplib Update (1226pages)

updated code to the hft cpp lib + notes

Aug 21 •

Quant Lecture Access(es), Prediction Market Arbitrage

Aug 15 •

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