Software Engineering student,
switching to Econometrics & Data Science at UvA in September.
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CAOP
- Rotterdam
- in/stefaan-molenaar
Pinned Loading
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crypto-market-impact
crypto-market-impact PublicDoes 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
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orderbook-simulator-cpp
orderbook-simulator-cpp PublicA high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
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NeuralNetwork
NeuralNetwork PublicNeural 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++
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