The certurk23 Quant Lab is an independent quantitative research environment focused on the intersection of market microstructure theory and high-frequency infrastructure engineering. The lab operates at the boundary between academic research and production HFT systems, with a focus on reproducible, empirically grounded analysis of US equity market dynamics.

Research covers the full stack — from nanosecond-level NIC kernel bypass and NUMA-aware memory allocation, up to statistical microstructure models such as VPIN, Order Book Imbalance (OBI), and Hurst Exponent estimation on live order flow data from NASDAQ and NYSE Arca matching engines.

All production systems operate within Equinix NY4/NY5 co-location facilities, with direct cross-connects to NASDAQ Carteret and NYSE Mahwah. The end-to-end latency budget of sub-800 ns wire-to-order is maintained under continuous benchmarking with hardware timestamps.

The certurk23 Quant Lab is open to research collaboration with academic institutions, independent quantitative researchers, and technology partners working on market microstructure, low-latency systems, or statistical finance.

All research outputs are published on this portal. For collaboration inquiries, reach out via GitHub at github.com/certurk23. The lab does not accept unsolicited trading strategy proposals or investment-related inquiries.

This research environment operates under an independent, non-commercial mandate. All findings are provided for academic and heuristic purposes only, and do not constitute financial advice under any regulatory jurisdiction.