ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
-
Updated
Jun 13, 2024 - C++
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
Fast risks with QuantLib in C++
This Orderbook Simulation is a C++ application that simulates an order book for financial markets, featuring VWAP calculation, a custom neural network for price prediction, and Python GUIs for order management and visualization.
AAD enabled and scripting included derivatives modeling.
Simulated Portfolio Optimization (GBM & DDPG)
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
A compilation of a large set of projects that I am working on to dip my toes into the world of finance
C++ Opensource Phinance Engine
Accompanying C++ code for the TastyHedge blog
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A C++ program used for Option Portfolio variance estimation and risk management
This project is an attempt at using quantitative tools to trade OSRS items
中泰证券 XTP 系统行情数据接收与转发示范
Implements multiple models to price vanilla options. Exotic option pricing features coming soon!
Add a description, image, and links to the quantitative-finance topic page so that developers can more easily learn about it.
To associate your repository with the quantitative-finance topic, visit your repo's landing page and select "manage topics."