Stefaan Molenaar

@SLMolenaar · User

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Software Engineering student, switching to Econometrics & Data Science at UvA in September.

CAOPRotterdam32 followers5 repositories

Repositories

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

★ 272C++Forks 69

SLMolenaar/QuantCore

C++ backtesting engine with a real order book, priority-queue event loop, and Python bindings.

★ 1PythonForks 0

SLMolenaar/crypto-market-impact

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?

★ 1Jupyter NotebookForks 0

SLMolenaar/NeuralNetwork

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)

★ 0C++Forks 0