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  1. q q Public

    KDB+ / q mini projects and POCs

    q

  2. order-book order-book Public

    Limit Order Book (LOB) tick data processing using Python and KDB+ / q

    Python

  3. vol vol Public

    On volatility, smile, surface, etc

    HTML

  4. chinese-new-year chinese-new-year Public

    Chinese New Year (春节) - A Lunisolar Model

    HTML

  5. quantre quantre Public

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

    Rust

  6. microservices-vol-app microservices-vol-app Public

    Real-time risk model and VaR updates + live demo

    HTML