TUMAR

TUMAR

Engineering systems.
Exploring data.
Testing ideas.

Independent research in market microstructure, machine learning and realtime systems.

Explore ProjectsGitHub

HFT RESEARCH LAB

BTC-USDT Perpetual Market Microstructure

Can short-term order book dynamics contain measurable predictive information?

  • Realtime data
  • Order book reconstruction
  • Feature engineering
  • ML models
  • Execution experiments
  • Data pipelineLive
  • ResearchActive
  • ExecutionExperimental
Explore projectLive research

Research → Signal → Execution

Research

Is there predictive information in the order book?

Signal

Can models extract measurable edge?

Execution

Does the edge survive real market frictions?

System architecture

  1. OKX
  2. Market Data
  3. Order Book
  4. Features
  5. Models
  6. Signals
  7. Execution
  8. Monitoring