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Series
Foundations
Start here if order books, queues, and price formation are new to you, or if you have built systems before and want to check the assumptions you carry. Nothing in this path needs code.
Reading order
Guide01
Getting started with QuantDev.ai
Start here. The five-minute orientation.
Guide02
Market microstructure, explained like you'll build something with it
Charts hide the machine. Learn what's actually happening.
Essay03
Why your backtest lies to you (and how to make it stop)
A good backtest is an argument, not a result. Here's how to make the argument honest.
Essay04
Latency isn't what you think it is
The distribution matters. The tail matters more.
Other paths