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HangukQuant Research

HangukQuant
Hundreds of paid subscribers

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

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Substack
PricingFreemiumPublishesWeekly
Issues474Founded5 years agoLast Issue4 days ago
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Latest Issues

Quantitative Trading - Let’s Write a Stink Bidding MM System (in Python)

Mathematics, Finance and Their Babies.

quant research and quant dev.

4 days ago
7
Paid

Quantitative Trading - Diagnosing a Live-HFT Strategy

Mathematics, Finance and Their Babies.

quant research and quant dev.

12 days ago
9
Paid

HFT MM: Detailed Guide to Queue Modelling and Calibration

Note that terminal access pass cost increases in 3 days.

Queue Modelling in HFT Simulations

In HFT market making, running high-fidelity tick-data simulations is particularly challenging. It is easy to invent false artefacts around mark...

15 days ago
7

Tick Data Session Replay in QuantTerminal

A couple of weeks ago, we introduced the QuantTerminal, equipped with multi-exchange live tick data views.

We also discussed how can you natively manage your own tick data lake with Quantpylib:

This is the architecture that supports ex...

19 days ago
3

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