Krexibd/quant-trading
Quant-Trading: Advanced Quantitative-Finance strategies featuring VIX Calculator, Monte Carlo simulations, Pair Trading, and Pattern Recognition.
5 repositories
Quant-Trading: Advanced Quantitative-Finance strategies featuring VIX Calculator, Monte Carlo simulations, Pair Trading, and Pattern Recognition.
Quant-Trading: Advanced Quantitative-Finance strategies featuring VIX Calculator, Monte Carlo simulations, Pair Trading, and Pattern Recognition.
A high-performance, ultra-low latency C++17 trading infrastructure engine that parses raw NASDAQ ITCH 5.0 binary feeds and reconstructs real-time Limit Order Books (LOB) at ~7M msgs/sec using Zero-Copy mmap, Lock-Free SPSC queues, and Object Pooling.
Official PyTorch implementation of Q-ALU: Quant Asymmetric Leaky Unit: A Market Psychology Aware Activation Function with Downside Risk Protection for High Frequency Quantitative Trading and Deep Reinforcement Learning (SSRN: 7365098).
Structural trading research mapping synthetic market engines, actor behavior, spike ignition, timing sync, liquidation flow, and candle microstructure. Built from spatiotemporal pattern recognition, dynamic systems perception, and microstructure intuition.