Quantitative Software & Risk Modeling

The engineering side of quantitative finance: low-latency C++ services, parallel numerics, market-data architecture, and risk systems that hold up in production.

Focus

C++ and HPC for pricing and risk
GPU and parallel numerical methods
Market-data and execution architecture
Backtest/live parity

Publications & tools

Coming soon. Write-ups, notebooks, and tools from this research line will be published here.

Learn the groundwork

C++ & HPC for Quants→Quant Systems Design for Quant Engineers→