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jmakov's Projects

market_tia icon market_tia

Market total information awarness project including some trading logic.

mtracecap icon mtracecap

A utility for capturing packets concurrently on several network devices and saving output in a single file while making an effort to minimize packet reordering in the output. This tool allows breaking output into multiple files based on size and time and compressing it on the fly by piping to a separate compression process.

puma-etl icon puma-etl

ETL framework for processing recorded FIX market data

security-unit-testing icon security-unit-testing

This is a repository containing example code for how you can use unit tests to protect against security regression.

streaming-benchmarks icon streaming-benchmarks

Benchmarks for Low Latency (Streaming) solutions including Apache Storm, Apache Spark, Apache Flink, ...

submicrotrading icon submicrotrading

Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)

tsfresh icon tsfresh

Automatic extraction of relevant features from time series:

windflow icon windflow

A C++17 Data Stream Processing Parallel Library for Multicores and GPUs

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