Research · Published Papers

Technical Research Notes

Infrastructure and methodology papers from the QuantEdge research program. No proprietary signals, entry logic, or execution parameters are disclosed. All work is published when experiments reach stable, repeatable conclusions.

Note · 001 March 2026 Infrastructure Execution

Low-Latency Event-Driven Architecture for Real-Time Options Execution on IBKR

How we eliminated compounding feed lag at SPY market open — from a growing 45-second backlog to stable sub-second bar sealing — through queue-first callback offloading, per-venue DOM isolation, event-time binning across six independent intervals, and a single source of truth for all technical indicators. Covers Python GIL contention, IBKR receiver thread architecture, and executor domain isolation. Infrastructure only; no signal logic disclosed.

Python GIL IBKR API Event-Time Bins DOM Microstructure Queue Architecture SPY Options

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Note · 002 — Regime Detection Under Live Microstructure Conditions — In preparation

Note · 003 — Signal Robustness Across Intraday Volatility Environments — In preparation