quantpylib.hft.lob documentation live; and more

preview:

Few days back, we concluded our momentum notes:

Concluding Momentum; for now

Giveaway closes in 2 days:

Giveaway Announcement (big)

We have made quite abit of updates to our quantpylib library - and I am starting to update the documentation. Importantly, we have fixed some of the examples that were outdated due to changes in the function signature. All the examples have been updated. There are new sections:

Throttler examples: https://hangukquant.github.io/throttler/throttler/

Our HTTP aiosonic client: https://hangukquant.github.io/throttler/aiosonic/

New gene primitives: https://hangukquant.github.io/simulator/gene/#list-of-primitives

AND

a completely new section for quantpylib.hft:

https://hangukquant.github.io/hft/hft/

The first official documentation up is the local orderbook implementation. I invite the numba nerds out there to help optimize some of the computation, as it is now focused on features rather than latency.

I will be posting more documentation and examples soon, including our modeller and backtester.

Some exciting updates to share soon too, regarding new lectures.

Quantpylib is our github repo for annual/lifetime readers:

HangukQuant Community Github Repo

Cheers and good weekend to ya~