✦ About This Arcane Scroll ✦

🕯️Greetings, esteemed reader!
I’m a developing quant and blockchain solutions as the founder and principal engineer at Zerolag.

We’ve been crafting high-load systems, cryptocurrencies, blockchains and protocols, off-chain and on-chain crypto trading software for our clients for years, and the idea of this blog emerged during the formation of some recent project teams. It turned out that it’s essentially challenging to acquire practical and condensed knowledge of markets, even for highly talented developers. There are lots of very good thick math books out there, and lots of academic research, absolutely inapplicable in real-world trading, and requiring years to digest.
We can’t afford that!

I aim to create a platform that enables guys with a university education in natural sciences and programming skills to enter quant projects quickly.

So I opened Zero Lag Club to collaborate and share carefully crafted, convenient education materials.

I will also post some code snippets and my own considerations, which I hope readers find helpful.

I want this club to be the place that helps modern sorcerers of code transmute things into edge and edge into gold 🧈.

✨ Subscribe, and thou shalt walk the path from humble coder to quant‑alchemist—wielding low-latency software development, mathematics, cryptography, and pure latency sorcery to bend the markets to thy design.
Miss it not, lest the edge pass thee by.

❖ Wherefore Subscribe?

As foresaid, the primary purpose of this blog is to share practical, hands-on knowledge for quantitative development.

There are great quant bloggers I recommend who offer excellent lectures on math and programming. Instead of repeating that content, here I’m conveying stuff I didn’t find in other blogs.

As a developer, I’m interested in practical application only. I would have loved it if someone had shared that knowledge with me years ago. I’m now sharing things that can help you design sound trading systems and develop your own research and strategies, all without a middleman.
Here’s the uniqueness and the edge of this blog.

At the time of writing, I am considering writing lectures on Market Microstructure and High-Frequency Trading, as well as On-chain Trading on Solana/EVMs, with the intention of expanding the list of topics later.

I won’t be sharing any alpha, at least nothing in a “plug and earn” way; my goal is to share a toolset that can help you find that alpha of your own.

❖ What Arcana Lies Within?

Artefacts Thou Shalt Receive (if I’m persistent enough with the blog)

✦ Market Microstructure ✦

Market Types, Spread, Liquidity Measurement, Hasbrouck/Kyle’s Lambda, Square‐Root Impact Law, Implementation shortfall, Amihud Illiquidity Ratio, Execution Benchmarks

Fore-needs: basic math knowledge

✦ Market Making ✦

Market Making using Limit Orders, Grossman-Miller Market Making Model, Avellaneda-Stoikov inventory management model and why it doesn’t work out of the box, Cartea–Jaimungal Framework, Reinforcement Learning

✦ Arbitrage ✦

Cryptocurrency cross-venue trading engines.

Fore-needs: Basic knowledge of Rust, C++, Python

✦ Modern Derivatives Pricing ✦

Numerical solution of partial differential equations for derivatives pricing and risks under stochastic volatility (2D, 3D finite difference methods), including on GPU;

Fore-needs: C++ and basics of stochastic calculus, since we’ll push the boundaries of Black‑Scholes‑Merton, which requires constant volatility.

✦ Low-Latency Systems Architecture ✦

Numerical methods, low-latency programming, and system design
Hidden Perils We Address: Jurisdictional fissures & exchange‑halt traps.

Fore-needs: Basics of C++ and Rust.

✦ DeFi Protocol Alchemy ✦

AMM types, gas‑razor optimisations, MEV, Smart Contracts and Programs on EVM and Solana, arbs Uniswap V2/V3/V4 types, Solana Raydium/Meteora/Orca/PumpFun pools.

Fore-needs: Rust, Solidity

✦ Bot Smithing ✦

Event-driven architecture, data races, test-based and domain-based systems design, languages, approaches, optimisations, and optimal execution.

Fore-needs: Rust, Python, C++.

❖ Caveats, Knaves & Naysayers

• No black‑box SaaS elixirs hawked here—ye maintain every nanosecond thyself.

• None of these scrolls be financial advice; heed local edicts ere thou deployeth.

• The craft is arduous: expect sleepless nights chasing phantom microseconds and unexpected re‑org phantoms.