pierreia / QMCHestonGPU
QMC Heston pricing on GPU
☆12Updated last year
Alternatives and similar repositories for QMCHestonGPU:
Users that are interested in QMCHestonGPU are comparing it to the libraries listed below
- An algorithmic sandbox for Jane Street's game, "Figgie"☆78Updated 10 months ago
- Simple Market-Taking Card Game☆21Updated 10 months ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆25Updated 11 months ago
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆12Updated 7 months ago
- 13F analyzer which removes options holdings☆60Updated last month
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated 11 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆164Updated 4 months ago
- Track which HTTP protocols are being used by exchanges' servers☆16Updated 11 months ago
- ☆47Updated 5 months ago
- toolbox of fast mm-related funcs☆172Updated this week
- enigma cuz we r cool☆16Updated 2 years ago
- Example 3D order book visualiser for crypto markets.☆83Updated last year
- ☆22Updated 10 months ago
- Orderflow trading bot based on BSI☆17Updated 7 months ago
- ☆11Updated 6 months ago
- Deploy simple market making strategies on Kalshi☆81Updated last month
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆14Updated 6 months ago
- Trading intern test☆33Updated 6 years ago
- Python framework to easily build massively parallel, concurrent, and asynchronous event-based code that follows the actor model.Updated 7 months ago
- Collection of tidbits for HFT server config.☆47Updated 3 years ago
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- Fast, secure and RFC-compliant WebSocket implementation for Rust.☆16Updated last week
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- A fast in-memory limit order book (LOB).☆150Updated 2 years ago
- A collection of helpful trading scripts I've hacked together☆40Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- ☆42Updated 5 years ago
- A simple, extensible implementation of the limit order book.☆135Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆143Updated last year