6 months after filming, HangukQuant releases his first ever HFT lecture series. The lecture documents the design, implementation and deployment of a high sharpe, low capacity quantitative trading system in a dense, 12-hour long, 50-part lecture.
Learn hft and quantitative modelling concepts, and how (not ultra) low latency systems are designed where milliseconds matter.
Learn how to design quoting logic for both aggressive and liquidity provision strategies.
Design and Implement OMS execution functions adapted to platform. Optimise meaningful code t2t bottlenecks.
Level: Advanced. The lectures are intended for a technical audience capable of understanding ~minimally, few thousand~ lines of code in Python.
Although the code is provided in full, the code will not run "as-is" today. The lectures were filmed in March 2026. In April, Polymarket upgraded to CTF Exchange V2 with slightly modified signing. New signer clients are available but lectures are not re-filmed. In August, the primary markets changed to a TWAP settlement, making the digital option an arithmetic Asian Digital as opposed to the European Digital that the lectures discuss. Since the lectures still achieve their learning objectives (relaying and giving insight to hft concepts), no re-recordings will occur. Let me re-iterate: if you think you're going to buy the lectures, download the code, make some minor edits and hope to make a bunch of money...I have bad news for you.
Lecture 1-10: Released 7 Sep
Lecture 11-24: Released 13 Sep
Lecture 24-40: Released 20 Sep
Lecture 41-50: Released 27 Sep
Introduction
FREE PREVIEWDigital Options and Black Scholes Basics
FREE PREVIEWExploring the Black Scholes Framework, Greeks and Implied Vol
FREE PREVIEWBlack Scholes Pains and the Volatility Cone
Visualising Black Scholes Outputs Against Market Data
Oracle Modelling
Hayashi Yoshida Covariance and Interpreting Lead-Lag Analysis
FREE PREVIEWA HTTP Client
FREE PREVIEWA HTTP Throttler (Semaphore)
Binance WS Client
FREE PREVIEWExploring Reference Implementations for Polymarket SDK
Code poly_eip712_structs
Optimising py_order_utils
Optimised Elliptic Curve Signatures
Writing Our Own Polymarket SDK
Writing Polymarket Websocket Managers
Interacting with Polymarket Servers
Critical Caching for Optimised t2t
Order Endpoints
Finishing up the SDK
Taking the SDK for a Spin
Latency/Behavioral Benchmarking
HFT Tooling Scripts
Writing Contract Listeners
Exploring Quantitative Strategy
FREE PREVIEWMaking Objectives Against Market Manipulation
FREE PREVIEWInfuriating Jitter and Engineering Thorns
Box Placement Network Topology and Fast Cancel Paths
High Level Trading Logic
Core Logic 1
Computing Running Vol
Contract Rollover
Core Logic 2
Fairprice Algorithm
Core Logic 3
Taker Order Logic
Positing Tracking and Watchdog Functions
Hedging Algorithm
Writing Server Instance
Implementing Fast Cancel Path
FREE PREVIEWWriting Client Instance
Handling Acks and OMS Logic
Abstracting the OMS
Abstracting Cancel Paths
Completing the Taker Script
Taker Script Demo
FREE PREVIEWMaker Order Logic
Maker Script Demo
Learning Objectives Recap
Final Remarks and PnL Results
FREE PREVIEW
