Selected Projects ALPHA & SYSTEMS
Option Pricer
High-performance Monte Carlo engine in C++ with variance reduction.
Monte Carlo // AVX2 // Asian Options
FPGA Matching
Low-latency matching engine on Xilinx UltraScale+ with tick-to-trade opt.
Order Book // Xilinx // TCP/IP Offload
Market Sim
Event-driven market simulator with realistic latency & queue models.
Event-Driven // L3 Data // Match Engine
Market Insights MI
Quantifying Order Flow Toxicity: A Microstructure Perspective
Implementing the VPIN (Volume-Synchronized Probability of Informed Trading) metric to detect adverse …
波动率路径下的隐性结构：当前政权转换的随机性分析
探讨在当前宏观流动性紧缩背景下，如何通过随机微积分视角观察波动率曲率的异常变化。
AEM 2. Differential Equations
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AEM 2. Differential Equations
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AEM 2. Differential Equations
1232123
Engineering Logs EL