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1. order-book order-book Public

   Limit Order Book (LOB) tick data processing

   Python

2. vol vol Public

   On volatility, smile, surface, etc

   HTML

3. chinese-new-year chinese-new-year Public

   Chinese New Year (春节) - A Lunisolar Model

   HTML

4. concurrency concurrency Public

   Multi-threading, multi-processing, and async programming

   C++

5. mark-joshi-cpp mark-joshi-cpp Public archive

   Summary notes on Mark Joshi's C++ Design Patterns and Derivatives Pricing

6. quantre quantre Public

   Quant wheels reinvented in Rust, e.g. RNG from Uniform and Normal distributions, Normal CDF & PDF

   Rust 1