Projects
A C++ tool for processing market data from PCAP files from the IEX exchange. Built for aspiring quantitative developers and researchers, it handles millions of trades per day with a focus on low-latency processing of TOPS and DEEP files.
C++Apache Arrow
Implementations of spectral element methods for solving Poisson and Laplace PDEs on regular and deformed domains. Features mesh deformation via Laplace equation solutions and modified differentiation matrices for deformed geometries.
MATLABPythonNumPySciPy