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HFThot Research Lab

HFThot Research Lab

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115x faster execution engine powered by Rust & Polars

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Advanced game theory algorithms and reinforcement learning

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Zero-trust architecture with end-to-end encryption

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ArXiv Research Hub

Quant Library · Live Discovery · Intelligent Analysis

Access the latest academic papers from ArXiv directly in HFThot Lab: rough volatility, mean field games, deep hedging, market microstructure, signature methods. Automatic prerequisite detection and key concept analysis built-in.

q-fin.MF · Math Finance q-fin.TR · HFT & Execution q-fin.CP · Computational Finance cs.LG · Machine Learning stat.ML · Statistical ML
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Live Search
Direct ArXiv API
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Quant Collections
10 sub-domains
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Paper Analysis
Prerequisites & concepts
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Time-Travel
Lakehouse History
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Research Blog

All articles
Rough Volatility Arbitrage

Option Arbitrage with Rough Volatility

Why classical models fail to capture short-term ATM skew. Variance swap strategy with Sharpe ~0.85.

25 min read Read →
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Rust PyO3 WASM

Rust in Python: 150× with PyO3 & WebAssembly

How we migrated critical kernels to Rust for 150× speedup with PyO3, Rayon and railway-oriented programming.

15 min read Read →
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Research White Papers

In-depth technical analysis — from concept to production code

Mean-Field Games & MCMC

Optimal market making, Nash equilibria, Bayesian calibration. Full numerical examples with Avellaneda-Stoikov.

21 pages · PDF · LaTeX

Rough Heston & Signatures

Rough volatility ($H \approx 0.1$), vol arbitrage, path signature features for options trading.

22 pages · PDF · LaTeX

Adaptive Multi-Asset Portfolio

Cointegration, HMM regimes, Hawkes, optimal execution. From spectral clustering to risk parity.

24 pages · PDF · LaTeX
📥 Download White Papers (free registration)
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Polarway — The Data Lakehouse

High-frequency data management from theory to practice: Polars + DuckDB + Parquet. Discover the architecture that processes 10M+ rows/second.

Read the Technical Paper →
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Optimiz-rs — The Rust Engine

150× faster than Python. Differential evolution, rough Heston, path signatures. Discover how Rust accelerates quantitative finance.

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Learn by Doing

Interactive Tracks · Quizzes · Badges · XP

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Mathematical Primers
Stochastic calculus, optimisation, linear algebra
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Coding Good Practices
Rust, Python, PyO3, testing, CI/CD
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HF Data Management
From Tick theory to Parquet practice
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Quizzes & Challenges
Earn XP, unlock levels, climb ranks
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