HangukQuant Research

HangukQuant Research

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HangukQuant Research
HangukQuant Research
Tick Data Modelling

Tick Data Modelling

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HangukQuant
Jan 19, 2025
∙ Paid
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HangukQuant Research
HangukQuant Research
Tick Data Modelling
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Note - we are currently running discount offers on Hangukquant’s substack material

For those who have reached out to me with offers for lifetime substack/thinkific and already made agreements - do remember to complete the transactions during the discounted period.

See link:

Discount Offers for Hangukquant Substack

Discount Offers for Hangukquant Substack

HangukQuant
·
Jan 15
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Since our post on the open-research standard and market maker script:

Market Maker v2 Script and the Open Research Standard

Market Maker v2 Script and the Open Research Standard

HangukQuant
·
Jan 12
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We have added examples on how we can use the script to seamlessly perform tick data modelling, fairprice analysis and run regressions.

Preview:

In this post - we use quantpylib’s tick data replayer to assess the impact of orderbook pressure depth on high frequency returns:

https://hangukquant.github.io/scripts/market_making/#modelling

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