suhasghorp

suhasghorp's Stars

• danullm/InterestRates

  Language:Python63

• MikeECunningham/rust-trader-public

  A first-attempt algotrader built for fun in rust.

  Language:C53

• gaujay/indivi_collection

  A collection of std-like containers written in C++11. Features fast unordered flat map/set, configurable double-ended vector and sparse deque.

  Language:C++322

• yellowbean/AbsBox

  a cashflow engine wrapper for structured finance professionals

  Language:Python405

• MhmRhm/cpplab

  Interesting C++ Code

  Language:C++41

• dendibakh/perf-ninja

  This is an online course where you can learn and master the skill of low-level performance analysis and tuning.

  Language:C++2.6k227

• eyalz800/zpp_bits

  A lightweight C++20 serialization and RPC library

  Language:C++74959

• Alazar42/Celeris

  Celeris is a high-performance backend technology built with C++. Inspired by the meaning "fast" or "rapid" in Latin, Celeris is designed to provide developers with a modern and efficient way to build backend APIs, similar to popular frameworks like FastAPI or Node.js but with the power of C++.

  Language:C++172

• dpicone1/LiborMarketModel

  Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option

  Language:Jupyter Notebook119

• ymh1989/CUDA_MC

  Monte Carlo simulation to option pricing in CUDA

  Language:C++97

• ymh1989/SABR_local_vol

  Construction of local volatility surface by using SABR

  Language:Python2616

• alexkachanov/performance

  Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level

  7935

• NivedSuresh/BAINSIGHT

  Language:Java12

• gonzalobg/cpp_hpc_tutorial

  C++ HPC Tutorial materials

  Language:C++4812

• andreachello/Computational-Finance

  Language:Jupyter Notebook112

• MathQuantLab/xva-monte-carlo-gpu

  XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations

  Language:C++11

• sylam/riskflow

  An xVA quantitative library written in python using tensorflow

  Language:Python1511

• FinancialComputingUCL/LOBFrame

  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

  Language:Python12527

• ebarlas/java-httpserver-vthreads

  Benchmarks for JDK HTTP Server running on Java 21 with Virtual Threads

  Language:Java15111

• rohantalkad747/smart-order-router

  Implementation of a parallel, cross-border SOR.

  Language:Java42

• eoan-ermine/ccwc

  Simple wc implementation in C++

  Language:C++21

• tricky11/bond-trading-system

  Language:C++22

• nashtech-garage/yas

  YAS: Yet Another Shop, a sample microservices project in Java

  Language:Java1.6k419

• HappyCerberus/daily-bite-cpp

  A directory for the Daily bit(e) of C++ series of posts.

  18828

• shashankvemuri/Finance

  150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

  Language:Python2.2k63

• federico-busato/Modern-CPP-Programming

  Modern C++ Programming Course (C++03/11/14/17/20/23/26)

  Language:HTML12.2k826

• AnthonyCalandra/modern-cpp-features

  A cheatsheet of modern C++ language and library features.

  19.8k2.1k

• edward-b-1/Rust-Limit-Order-Book

  Rust Limit Order Book

  Language:Rust21

• yc3566/Optimal-Trade-Execution-Algorithm-Market-Impact-Model

  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)

  Language:Jupyter Notebook1635

• myrachanto/algo

  Language:Go31