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  1. crypto-market-impact crypto-market-impact Public

    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?

    Jupyter Notebook 1

  2. orderbook-simulator-cpp orderbook-simulator-cpp Public

    A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance

    C++ 264 69

  3. NeuralNetwork NeuralNetwork Public

    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)

    C++