A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on ...

It’s hard to talk about modern video games without mentioning the influence of Grand Theft Auto. Rockstar’s iconic crime franchise has grown from a controversial PlayStation 1 classic to a universally ...

Abstract: With the high penetration of distributed generations (DGs), modern distribution systems require novel and efficient optimal power flow (OPF) models. This paper proposes a second-order cone ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Abstract: This work explicitly states the design flows of the fractional-order analog filters used by researchers throughout the literature. Two main flows are studied: the FPAA implementation and the ...

TradeMaster is a first-of-its kind, best-in-class open-source platform for quantitative trading (QT) empowered by reinforcement learning (RL), which covers the full pipeline for the design, ...

A controversial practice that has brought in billions of dollars to brokers and high-frequency trading firms is in the crosshairs of the Securities and Exchange Commission, and could be eliminated ...

Understanding institutional order flow is crucial for any serious forex trader. These massive trades from banks, hedge funds, and financial institutions move the market in ways that retail traders ...