Joseph Matteo Scorsone

Zero-To-Hero-Advent-Of-Code. This repo includes every topic I covered for my quant finance advent of code. It is designed so anyone can follow it for free, and if you don't want to use python the first video sets it up so you could only use it once. I tried to make it dynamic, fun, and for every experience level!

InkBack. Rust Back testing framework for Databento

InkList. Actor model implementation in Zig.

Zig-LockFreeQueue. Zig Library that implements a Michael-Scott lock free queue with the use of Atomic types.

Neural-Networks-in-6-different-languages. This Repo includes code for neural networks in C++, Go, TypeScript, Python, Rust, and Zig. As well as enhanced versions of the code in ways that are contextual to the language.

Cplusplus-monte-carlo-option-pricing. An option pricing model using a monte carlo simulation.

crypto_proj. Rust

CPP_Barrier_Options_Pricing. Cpp file to price different kinds of barrier options.

CPP-Neural-Network. This code is a Neural Network in C++ made from scratch. The default code I have is to predict the next value in a sin wave with some noise.

InkCept. Document analyzer

Cplusplus-order-book. An order book with multiple types in C++

GEX-DEX-Trading-Strategy. Script to get market Data from DataBento and back test a GEX and DEX trading strategy.

Async-Fenwick-Tree-in-Python. Simple data structure to use a Fenwick Tree asynchronously as a rolling window in Python.

OrderBook-Over-TCP-in-GoLang. Quick script to add orders to an order book with a matching function and allow connections over TCP to add orders.

Go-Parallel-Backtest-Engine. Code to back test trading strategies using go concurrency in Go

MiniOMPClone. Threadpool implementation from scratch to assign different threads their own task in a for loop.

InkFlow. Concurrent Actor Web Framework

Simple-Neural-Network-From-Scratch. This is a Neural Network made with just the standard library in Go

CS-361-GoLang. Repo for CS-361 Pace University GoLang Code

Zig-ThreadPool-Clone. A threadpool implementation in zig that accepts a generic task and includes a waiting functionality for synchronizing.

CPP-Actor-Engine. Super simple actor engine in C++. Actors can be spawned and poisoned. Then can receive messages, but they do not do anything yet.

Binomial-Pricing-Model. Code to price options with a Binomial Pricing Model

ConcurrentHashMap. Hashmap that avoids the use of a Mutex until the need for resizing for better concurrency with the use of atomic values.

Black-Scholes-model-and-IV-cpp. C++

London-Breakout-GBPUSD-code. Jupyter Notebook