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1. MDTG-MALABM MDTG-MALABM Public

   Implements an Agent-Based Model (ABM) in a reactive framework with a matching engine and includes RL agents to enable exploration of learning dynamics.

   Julia 8

2. Explore-Webscraper Explore-Webscraper Public

   Webscraping financial data to help in predicting bankrupcy

   Jupyter Notebook 2

3. CSC-HPC-Project CSC-HPC-Project Public

   Implementation of high performance genetic algorithms, using openMP and openMPI written in c, and a comparison to the serial version.

   Jupyter Notebook 1

4. HFT---Assignment-1-and-2 HFT---Assignment-1-and-2 Public

   Performs data cleaning and analysis of level 1 TAQ data from the JSE. This includes stylized fact computations and visualizations.

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5. HFT-Hawkes HFT-Hawkes Public

   Estimating and Simulating a Multi-dimensional Hawkes Process on TAQ Trading Data from the JSE

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6. CoinTossX CoinTossX Public

   Forked from dharmeshsing/CoinTossX

   A low latency high throughput matching engine based on the rules of the JSE

   Java