quant-research

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

with Python code

Dec 13, 2025 • HangukQuant

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

a tad on hft tooling, with Python code

Dec 4, 2025 • HangukQuant

Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading

Jun 23, 2025 • HangukQuant

Probabilistic Inferencing for Trading Strategies

May 29, 2025 • HangukQuant

Stoikov for half-dummies

Dec 27, 2024 • HangukQuant

Aug 11, 2024 • HangukQuant

Trading Technical Indicators the Right Way: Digital to Analog Signals

Oct 3, 2023 • HangukQuant

Seasonality in Commodities Market and Generalized Seasonality Test via Sequential Regression Testing of Prime Cycle Periodicity

Quant Arb X HangukQuant

Jun 9, 2023 • HangukQuant and Quant Arb

Quantitative Portfolio Management in Python - AQR EPO 2020 X Russian Doll

May 10, 2023 • HangukQuant

Ledoit-Wolf Constant Correlation Shrinkage (Python)

Apr 21, 2023 • HangukQuant

Macro/Micro Foundations of Risk Premiums

Mar 18, 2023 • HangukQuant

Factor Modelling and Hedging Formulations (Market Notes, 300 + 25 pages)

Mar 10, 2023 • HangukQuant

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