Apprenez les maths. Reproduisez les papiers. Tradez avec le même Rust qu'un desk institutionnel.
Six parcours, du cours zéro à la stratégie quant — chaque leçon compile en Rust et tourne dans le moteur que nous utilisons en production.
Learn the math. Reproduce the papers. Trade with the same Rust stack as an institutional desk.
Six learning paths, from zero to PhD-level quant — every lesson compiles to Rust and runs inside the same engine we ship in production.
Neuf parcours, une stack
Nine paths, one stack
Tous les parcours utilisent le même hfthot_lab_core Rust et le même moteur d'exécution. Pas de jouet : ce que vous apprenez, vous le faites tourner en live.
Every path runs on the same hfthot_lab_core Rust crate and the same execution engine. No toys — what you learn, you ship.
Microstructure & OU
Solve a 12×12 matrix Riccati in Rust, in milliseconds, on live LOB.
MFG & Optimal Control
From DE to HJB to MFG — full pipeline on synthetic flows.
Rough Vol & Signatures
Rough Heston, signature kernels, fast iteration on synthetic paths.
Topology, gentle intro
Persistent homology on a toy basket. Theory, math, intuition. Calibrated WP6 stays private.
Engineering for quants
Polars + Rust + Criterion. Beat the published benchmarks.
Practice — paper trading
Pick your broker. Keep your data. Run the engine.
Rappel maths — Martingales & vol rugueuse Maths refresher — Martingales & rough vol
Espaces de probabilité, calcul d'Itô, mouvement brownien fractionnaire. Bilingue 🇫🇷/🇬🇧.
Probability spaces, Itô calculus, fractional Brownian motion. Bilingual 🇫🇷/🇬🇧.
Physique théorique — De Dirac à la gravité quantique Theoretical physics — From Dirac to quantum gravity
Spineurs, équation de Dirac, Wheeler-DeWitt, supergravité, TQFT — et leur lien avec la finance quantitative. Bilingue 🇫🇷/🇬🇧.
Spinors, Dirac equation, Wheeler-DeWitt, supergravity, TQFT — and their link to quantitative finance. Bilingual 🇫🇷/🇬🇧.
Rough Heston Premium — Arbitrage de volatilité Rough Heston Premium — Volatility arbitrage
Noyaux de Volterra, Riccati fractionnaire, pricing FFT, calibration sur surface IV publique S&P 500. Inclus dans le tier Researcher.
Volterra kernels, fractional Riccati, FFT pricing, calibration on the public S&P 500 IV surface. Included with the Researcher tier.
Notre promesse de recherche
Our research promise
Pas de "magic alpha" caché. Pas de courbe en arrière. Tout est reproductible.
No hidden "magic alpha". No back-fitted curves. Everything is reproducible.
🔬 Public datasets & synthetic only
Every LMS lesson uses public market data or synthetic processes. Calibrated proprietary models stay in the private instance build — see Ethics.
🦀 Same Rust as production
The crate hfthot_lab_core that powers the LMS is the exact same crate that drives our HFT execution. Verify the SHA on GitHub.
📓 Fork as notebook
Every lesson and every paper-trading session can be forked as a Jupyter notebook in one click. Your iterations stay yours.
🏗️ Compose with your data
Polarway gives you a typed parquet+gRPC client. Bring your own lakehouse, plug it in, and run the LMS labs against your own flows.
𝓛(x, ẋ, t) = ½ λ x² + ½ η ẋ² ⟶ ẍ* = (λ/η)¹ᐟ² x
∂ₜu + H(x, ∇u, m) − ½ σ² Δu = 0, ∂ₜm − ∇·(m ∇H) − ½ σ² Δm = 0