quant-dev

HFT MM: Detailed Guide to Queue Modelling and Calibration

Mathematics, Finance and Their Babies. quant research and quant dev.

Aug 14 • HangukQuant

HFT - Event Journaling and Quantpylib's Native Journaling Architecture

Mathematics, Finance and Their Babies. quant research and quant dev.

Jul 28 • HangukQuant

Designing State-of-the-Art Logging in Python

bringing nanosecond-level logging to Python and techniques applied

May 8 • HangukQuant

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

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