Once a concept clicks, the next thing you want is to run it. We’re building exactly that: clean order-book data, an honest backtest harness, and reference code that reproduces the maths on the page. Infrastructure, never signals. Nothing’s for sale yet; join the waitlist and we’ll tell you when each ships.
Clean L2/L3 order-book data
Point-in-time, reconstructable limit-order-book datasets for equities, crypto and Polymarket: the recorded book every microstructure backtest needs and almost nobody can get cleanly.
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A backtest harness
A market-making and stat-arb simulation harness that won’t flatter you. Realistic fills, queue position, fees and impact, with the classic backtest sins designed out.
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Reference implementations
Tested, readable code that reproduces the models on the page: Avellaneda–Stoikov quoting, the microprice, VPIN, an Almgren–Chriss scheduler.
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Join the waitlist
We’ll email you when each ships.
Email only, no name, no role. Infrastructure, never signals. No price, no urgency, no spam. Easy unsubscribe. Educational only; not investment advice.
About the paid layer
Is the content on HFT Book free?
Yes. Every concept page, interactive illustration and the concept map are free to read and use, with no paywall and no login. Everything here stays free. Paid infrastructure (datasets, backtest harnesses, reference implementations) may come later, sold separately, never by gating the educational material. As of 2026 those products are pre-launch; only the waitlist exists.
What are you selling?
Infrastructure, not signals. The planned paid products are tools that operationalise what the pages teach: clean, point-in-time L2/L3 limit-order-book datasets, a market-making and stat-arb backtest harness, and reference implementations of named models (Avellaneda–Stoikov, microprice). We sell data and code you’d otherwise have to build, never trade ideas, alerts, or anything with a performance promise.
What is the datasets waitlist?
It is how to register interest in the paid products before they launch. As of 2026 the datasets, harnesses and reference implementations are designed but not yet shipped, so the only action is joining the waitlist: you give an email against the specific resource a page implies and we notify you when it’s available. No charge, no commitment, no spam.