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2026

2026-04-22

Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures Hedging

Quantitative Trading

2026-04-22

AMM Quant Deep Dive 02: A Derivatives Pricing Model for Uniswap V3

Quantitative Trading

2026-04-07

The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast Shadows

Quantitative Trading

2026-01-22

10,000x Faster: The Ultimate High-Performance Normal Integration Solution, with Code

Data Science / Quantitative Trading

2025

2025-12-07

[AMM Quant Deep Dive 01] Understanding the Economic Essence of AMMs: From Impermanent Loss (IL) to Loss-Versus-Rebalancing (LVR)

Quantitative Trading

2025-11-12

From Chatterjee's Correlation to Tau-Star: Completeness and Power in Independence Testing

Data Science

2025-09-30

Kuru: Building a Next-Generation DEX on a Next-Generation Blockchain

Quantitative Trading

2025-07-08

With the Dust of the Market: Notes on the Practice of the Generalized Liquidity Provider

Reflections / Quantitative Trading

2025-06-02

Research Report on Technical Implementation Paths for Low-Latency Trading in China's A-Share Market in 2025

Quantitative Trading

2025-06-02

Building Statistical Arbitrage Portfolios with Correlation-Matrix Clustering: A Graph-Clustering Framework

Quantitative Trading

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YK

YK

Quant

Shanghai, China

Posts

55

Categories

4

Categories

  • Data Science14
  • Information Technology5
  • Quantitative Trading37
  • Reflections6

Recents

2026-04-22

Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures Hedging

Quantitative Trading

2026-04-22

AMM Quant Deep Dive 02: A Derivatives Pricing Model for Uniswap V3

Quantitative Trading

2026-04-07

The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast Shadows

Quantitative Trading

2026-01-22

10,000x Faster: The Ultimate High-Performance Normal Integration Solution, with Code

Data Science / Quantitative Trading

2025-12-07

[AMM Quant Deep Dive 01] Understanding the Economic Essence of AMMs: From Impermanent Loss (IL) to Loss-Versus-Rebalancing (LVR)

Quantitative Trading

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