SLMolenaar/orderbook-simulator-cpp
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
Software Engineering student, switching to Econometrics & Data Science at UvA in September.
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
C++ backtesting engine with a real order book, priority-queue event loop, and Python bindings.
Does the functional form of crypto market impact match the equity model, or does the data support a different structure? Does the answer change across market regimes?
Neural network built from scratch in C++. No ML libraries. Tested on the Kaggle Titanic competition, scored 0.79186, top 10% out of 12,000+ competitors. (educational project)
Small side project as a result of extracurricular classes in quantum computing