RESEARCH LIBRARY
Studies of fund strategies, market microstructure and event data, accompanied by manuscripts, technical notes and interactive experiments.
THE COLLECTION
8 results
Fund analysis
We examine IALT’s investment methods, portfolio disclosures and daily NAV record, including the June 2026 drawdown and its recovery. A longer record remains necessary for assessment across market cycles.
Market microstructure study
A study of quoted spreads and first-level displayed quantities in seven historical QNTUSDT observations, with explicit calculation conventions.
Preprint
Projection loss, microstructure signals, and queue-aware execution. The public preprint by Yu Xiong.
Research companion
Two cancellations with the same depth update can leave an order in different queue positions.
Engineering note
Sequence scope, clock domains and the data contract behind a reproducible reconstruction.
Methods guide
A practical record of inputs, state transitions, invariants and information availability.
Interactive experiment
Replay three synthetic messages in source order or receive order. Compare the resulting state, then inspect the standalone Python example.
Interactive experiment
Cancel equal quantities at different points in a queue. Inspect what total depth preserves and what it leaves unresolved.
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READING & REUSE
Each item identifies its publication status, inputs and assumptions. Manuscript pages link to the source and citation record; fund studies identify issuer documents and observation dates; market notes list their data and calculation conventions. Browser experiments include instructions to repeat the example.
For a replication question or correction, include the title, version and the specific passage or calculation.
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