quant-dev

Nimble Market Maker - Monkey Patch and Benchmark/Testing

& some old alpha in the Polymarket API

Mar 12 • HangukQuant

Easy Wins in Low Latency Market Data Feed Parsing

how to wire up a bba feed parser in cpp to your python application for fast wins

Mar 2 • HangukQuant

hft - tuning guide

Feb 10

hft benchmarking; done wrong. part I

Jan 26 • HangukQuant

Crypto HFT - In Depth Guide to Optimisation (III)

Jan 21 • HangukQuant

Crypto HFT - In Depth Guide to Optimization (I)

Dec 22, 2025 • HangukQuant

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

with Python code

Dec 13, 2025 • HangukQuant

Intrusive Design for Low-Latency Trading Systems

intrusive design, intrusive pointers and gotchas

Oct 16, 2025 • HangukQuant

Timestamp-ing for Performance

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

Oct 9, 2025 • HangukQuant

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, 2025 • HangukQuant

Cache Conscious Programming (quant dev notes)

Sep 26, 2025 • HangukQuant

Performant Logging (Introduction)

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

Sep 4, 2025 • HangukQuant

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