Modern C++ order matching engine

A cross-platform, OpenGL terminal emulator.

Concurrent in-memory B+ Tree featuring optimistic lock coupling

mawww's experiment for a better code editor

A vector with a fixed capacity. (Rust)

A fast in-memory limit order book (LOB).

An idiomatic and fast QP-trie implementation in pure Rust.

Rust library for quantitative finance.

Just, really the littlest Vec you could need. So smol.

The raw markdown notes for OMSCS Notes.

A b+ tree, locality aware, so it's faster for ordered access

📚 Solutions to Introduction to Algorithms Third Edition

A very fast hashtable

experiments with pair trading

Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading

A simple in-process Actor library in Rust

Fast implementation of an ITCH order book

Controlling robotic arm in continuous environment using policy-based reinforcement learning

Linus Torvalds' linked list argument for good taste, explained

Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)

The aim of this project is to reimplement the algorithm from the paper Continious control with deep reinforcement learning

PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation

Codes for MO's Trading.

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

All Algorithms implemented in Rust

Writing an OS in Rust

Modern C++ B-tree containers

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)