Sitemap - 2025 - HangukQuant Research

Crypto HFT - In Depth Guide to Optimisation (II)

Crypto HFT - In Depth Guide to Optimization (I)

Market Making - Tooling for Modelling Latency Requirements and Microstructural Behavior - II

Market Making - Tooling for Modelling Latency Requirements and Microstructural Behavior - I

Nimble Market Maker - appreciating hft landscape

Nimble Market-Maker Alpha

More on the Black Scholes Digital Pricing

Digital Option Volatility Arbitrage Done Wrong

Digital Option Market Making on Prediction Markets

Intrusive Design for Low-Latency Trading Systems

Timestamp-ing for Performance

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

Cache Conscious Programming (quant dev notes)

Quant Handbook update p1346

Performant Logging II. Exploring Lambdas

Performant Logging (Introduction)

Quant Notes/Quantcplib Update (1226pages)

Quant Lecture Access(es), Prediction Market Arbitrage

Network Programming; Low Latency Component Design (notes/1222p)

Network Programming; Wire to Handler.

Quant Notes / p1210

High Performance Programming / LMAX Disruptor / Quant Notes / p1153

QUANT LECTURE RELEASE -

HangukQuant quantcplib Github Repo

Quantitative Trading Handbook / 1115p

10K MILESTONE; ESSENTIALS FOR QUANTITATIVE TRADING

Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading

Quantitative Trading Handbook / 1084p

Quantitative Trading Handbook / 997p

Updated Lecture Notes 900+pages

HangukQuant Hits 10K! My Message.

Probabilistic Inferencing for Trading Strategies

Let's Fill Some Arbs (Python Code)

Feature resampling and Simulating on Tick Data for Trading (w code)

Low latency tricks for HFT and quantpylib

On Market Data Sampling.

Prediction Market Arbitrage (released, batch 1)

Arbitrage in Prediction Markets (Continued)

Algorithmic Cryptocurrency Trading published (Limited Offers)

Arbitrage in Prediction Markets

Reactivation of the HangukQuant Udemy Platform

The Finer Details of Funding Arbitrage

Market Notes; Differential Equations (1)

Implementing a C-level Orderbook in Python

Multi-var Calc (part 2) + quantpylib improved + bounties

Implementing a C-level Ringbuffer in Python

Multi-var Calc (part 1) + quantpylib updates

Cython Python for Quants''3

Cython Python for Quants''3

Single Variable Calculus (part 2)

Reminder: Last day for quantpylib and funding arb lectures!

Single Variable Calculus (part 1)

Python++ Python for Quants''2

Resources for Quant Dev (important announcements) Python for Quants''1

Efficient Python (100+ Pages of Notes)

Announcing the Bounty Program

Reminder: 3 Days left on the Substack Discount pass

Tick Data Modelling

Discount Offers for Hangukquant Substack

Update to the Documentation and Tick-Data Archiver

Market Maker v2 Script and the Open Research Standard

Reminder: 2 Days left on the Quantpylib Repo pass

Tick Data Management

Quantpylib access (2025 Discount!)