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  1. OrderbookEngine OrderbookEngine Public

    A fully functioning LOB + matching engine written in Java. 3 basic matching algorithms are implemented (price-time, pro-rata, threshold pro-rata).

    Java

  2. 2048 2048 Public

    2048 game with c++

    C++ 1

  3. swap-curve-curvature-trading-strategy swap-curve-curvature-trading-strategy Public

    Final Year Project

    Jupyter Notebook 1

  4. tick-data-EDA tick-data-EDA Public

    A simple EDA exercise with 4 days worth of tick data for 100 Scandinavian blue chip stocks (15M+ rows of data).

    Jupyter Notebook 1

  5. historical-options-database historical-options-database Public

    pulls options data from the tdameritrade api and stores it in an sqlite3 database

    Python 3