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  1. lmsr-pricing-engine lmsr-pricing-engine Public

    Logarithmic Market Scoring Rule (LMSR) — A standalone implementation of the automated market maker pricing mechanism for prediction markets. Theory, math, and working code.

    Python 2 1

  2. Quant-research-J.p-morgan Quant-research-J.p-morgan Public

    This repository contains a pricing model for gas storage contracts, a loan default prediction model, and a FICO score quantization system for credit ratings.

    Jupyter Notebook

  3. O.S.T.A O.S.T.A Public

    Over Simplified Stock Trading App (osta) [development terminated]

    Python 1

  4. microstructure-sim microstructure-sim Public

    High-Performance Limit Order Book + Market Microstructure Simulator in Rust

    Rust 1