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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++

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 11 15

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