Welcome. This page exists so you don’t have to guess where to start.
The short version
QuantDev.ai is a free publication on modern quant development — market microstructure, research discipline, execution realism, and the kind of engineering that keeps systems alive in production. Three surfaces:
- Learn — essays, guides, and research notes. Prose. Ideas. Mental models.
- Algorithms — annotated implementations. Real code. Line-by-line commentary.
Nothing on this site is a course. Nothing is gated. Nothing is financial advice.
If you’re new to microstructure
Read these first, in order:
- Market Microstructure Basics — the machinery below the chart: order books, queues, and how price is actually formed.
- The Order Flow Imbalance writeup — a first practical signal you can reason about and implement without hand-waving.
- The MBO Research Framework — how we structure a research pass when a signal idea shows up.
That’s a weekend of reading. It will save you months of chart-pattern folklore.
If you already build systems
Jump straight to the Algorithms section. Skim the teardowns. Look for the places where the code disagrees with what you currently do, and follow those threads.
The live HUD on the homepage is a reasonable litmus test: if the microstructure vocabulary there is familiar (MOFI, queue imbalance, VPIN, Kyle’s lambda), you’ll get the most out of the algorithm pages. If it isn’t, the Learn essays are built to close that gap.
How this site is meant to be used
Slowly. This isn’t Twitter. Most essays repay a second read, and most algorithm pages are written so you can rebuild the idea from scratch by following along. The goal isn’t signals — it’s literacy and craft.
One last thing
Trading is a systems problem. The edge is almost never in the formula on the slide — it’s in the hundred small decisions around it: how you clean the data, how you price fills, how you resist the urge to tune away a drawdown. Most of what you’ll read here is about getting those decisions right.
Thanks for being here. Let’s build.