QUANTITATIVE MARKET RESEARCH
Exploring derivatives data, price behaviour and quantitative representations of market state.
EXPLORE →OD / LAB
THE WORK
IS THE POINT.
Research is allowed to change. The Lab documents ideas as they are developed, tested, questioned, discarded and rebuilt.
PROJECT / 01
OD QUEEN
A live research cockpit bringing OD's market-state research, quantitative indicators, structure and automation into a single working environment.
OPEN PROJECT →QSI · QEX · Q SCORE
Experimental work around flow, exposure, convexity and the changing state of a market.
EXPLORE →AUCTION & STRUCTURE
Research into price auctions, structural levels, violations and how market structure evolves through time.
EXPLORE →AUTOMATION
Real-time data processing, execution experiments, monitoring and systems designed to turn ideas into working software.
EXPLORE →INFRASTRUCTURE
Python, Linux, AWS, Flask, APIs, WebSockets and the engineering underneath the visible work.
EXPLORE →THE IDEAS THAT CHANGED
Coming later: selected research iterations, including approaches we abandoned and what they taught us.