6 projects
quant-signal-engine
Signal Processing and Statistical Alpha Generation
quant-engine
High Peroformance stochastic simulation and signal processing engine.
alpha-engine-quant
Portfolio Optimization & Risk Parity Engine
quant-limit-engine
High-performance Limit Order Book (LOB) and Market Impact simulator.
quant-rate-engine
A high-performance, GPU-accelaerated fixed-income simulation framework.
quant-jump-engine
High-performance Merton Jump-Diffusion engine for tail-risk modeling.
