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1. order-book-engine order-book-engine Public

   High-performance C++ order book: P50 0.21μs, P99.9 5.7μs, 2.4M orders/sec. SPSC lock-free queue, thread-local slab allocator, price-time priority matching. 51 tests, EC2 Spot benchmarking.

   C++

2. macro-factor-decomposition macro-factor-decomposition Public

   C++20 macro trading system: PCA regime classification on 8-factor surprise covariance, Kelly sizing, IB Gateway execution. Sharpe 0.28, Calmar 0.65, 3.2% max drawdown on 17-year FRED backtest.

   C++ 1

3. stock-screener stock-screener Public

   Automated stock screener scanning 3,800+ stocks daily for confirmed Stage 2 uptrends passing 8 strict criteria. Features: smart caching (74% fewer API calls), market regime filtering, automated sto…

   Python 31 35

4. FlowState FlowState Public

   High-throughput, Rust-accelerated temporal join engine for quantitative finance ML pipelines. Engineered via PyO3 to eliminate look-ahead bias and accelerate point-in-time feature generation on mas…

   Python

5. firecracker firecracker Public

   Forked from firecracker-microvm/firecracker

   Secure and fast microVMs for serverless computing.

   Rust

6. vllm vllm Public

   Forked from vllm-project/vllm

   A high-throughput and memory-efficient inference and serving engine for LLMs

   Python