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1. quantlib-monte-carlo-pricer quantlib-monte-carlo-pricer Public

   Path-dependent option pricing engine in C++ using QuantLib. Implements Monte Carlo simulations for Discrete Arithmetic Average Strike Asian options, Lookback options, and European derivatives under…

   C++

2. limit-order-book-cpp20 limit-order-book-cpp20 Public

   Ultra-low-latency, deterministic Limit Order Book and Matching Engine in modern C++20. Features zero-allocation memory pools on the hot path, O(1) order cancellation, cache-aligned data structures,…

   C++

3. monte-carlo-pricer-heston-cpp20 monte-carlo-pricer-heston-cpp20 Public

   High-performance, multithreaded stochastic option pricing engine in C++20. Prices vanilla, Asian, and Barrier options under Black-Scholes and Heston Stochastic Volatility models using antithetic va…

   C++

4. btc-systematic-ml btc-systematic-ml Public

   Production-grade systematic BTC alpha pipeline based on Marcos López de Prado's AFML methodology: trend-scanning labeling, non-leaky HMM regime detection, LSTM sequential forecasting, cost-aware me…

   Jupyter Notebook