Quantitative developer. KRX-designated derivatives market maker
flashlog. A Rust logging library. It's lazy, thus fast.
68SurfaceFitting. Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
19trusted. trading system
16TechnicalNote. Technical notes on ...
6rustmetrics. A risk and pricing engine for Rust
5biscuit-converter. An ascii integer parser using bit operations
4BSDE-engine. BSDE simulation engine
2marketdata. data retriever
2dpdk-socket. A UDP/TCP socket using DPDK (Data Plane Development Kit)
2gpynance-0.0.1. nil
2multi-study-together. Prerequisites for building a trading system
2krxdata-joiner. For receiving KRX data, ioin the multicast group and start capturing packets
1client. Rust
1some-benches. Rust
1JsQL. Julia
1static-id. A cache and hash optimized identifier
1vma-socket. A UDP/TCP socket using VMA (Mellanox's Messaging Accelerator)
1