HeyJaredHangukQuant Research
Mathematics, Finance and Their Babies. quant research and quant dev.
- Indexed issues, last 90 days
- 12
- Latest publication
- Sep 24, 2026
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- Jul 26, 2026
Latest issues
QuantTerminal, for Quantitative Traders (opens the original)
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Following up on the QuantTerminal - we now have integrated views into both live and historical private tick-data level actions.Our focus remains on providing institutional grade analysis and tools for quantitative traders -https://quantpylib.hangukquant.com/terminal/We continue to work on features in quantpylib, and will continue to serve by providing low latency access to the same ergonomic features through quantcplib in the futu
Detailed Guide to Network Kernel Tuning - obtaining ~10us performance (hft notes) (opens the original)
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In my series on nimble market making - we talked about how important it was to measure and profile: This applies also critically to software optimisation. One of the most important things to do in a lean engineering/trading team is to operate on the pareto frontier between performance optimisations and strategy discovery. As an extension, one can spend all the wrong time focusing on micro-optimisations when there are significantly more problematic bottlenecks.Other than the network topology, alg
Quantitative Trading - How I Made 1M - Documented, and Released. (opens the original)
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And now, for the grand finale, I present…the work behind this:NEW QUANT LECTURES RELEASEhttps://lectures.hangukquant.com/courses/digital-options-mm<so
3 of my Biggest Quant Workflows and Market Making on a Shoestring Budget (opens the original)
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Hello folks, as you guys know, quantpylib has been seeing many updates to enable powerful tools for market making in production and research.I’ve made 3 new tutorials with fully functional Python code backing my own market making workflows, includingQuantitative tick data lake management.This is how I manage my own raw flat data archives of market data, with data provenance for seqnos, observed jitter, etc. This allows downstream backtesting to retain “playback fidelity”, and replicate performa
Quantitative Trading - Let’s Write a Stink Bidding MM System (in Python) (opens the original)
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In the last post, we discussed diagnosing a live, hft trading system:I did get some requests to do a demo for a fully functioning mm system. Since crypto vol is picking up, I thought we shall write some code for a stink bidding market maker that targets slippage-insensitive taker flow such as liquidation orders. Code is in Python. Read more
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