mjolewis

Michael's repositories

Advanced-CPP-and-Modern-Design

This repository provides solutions to the Advanced C++ and Modern Design course jointly provided by the Baruch MFE and Quantnet.

Language:C++MIT200

Exchange-Matching-Engine

An exchange matching engine that is a conceptual emulation of Nasdaq or NYSE. The system asynchronously handles buy, sell, and modify order requests from buyers and sellers in the market. The requests are asynchronously handled via an order book that will fill requests or keep them pending based on a FIFO matching algorithm.

Language:Java1 20

Financial-Derivative-Pricing-Application

An application used to price financial derivatives (options) via Black-Scholes and divided difference formulae. This application uses Policy-Based design and Template Metaprogramming.

Language:C++1 20

Multi-Threaded-Algorithmic-Trading-System

Beach Tech is a cutting-edge high-frequency trading system that supports market-making and liquidity-taking strategies. Built with modern C++, it deterministically sequences order book updates into downstream load-balanced and lock-free components that manage orders, positions, risk (and more) while emitting orders to exchanges around the world.

Language:C++100

Multi-threaded-Monte-Carlo-Simulation-for-Option-Pricing

A multi-threaded Monte Carlo simulation app that approximates the prices of financial derivatives (options) via Finite-Difference Methods, the Euler and Milstein Approximations. This app leverages C++11 to C++20 language features and design concepts.

Language:C++100

Algorithms

An library in Java of popular algorithms for technical interview preparation. Each algorithm has been implemented with an optimal time and space complexity.

Language:Java000

Algorithms-in-CPP

Data structures and algorithms in C++

Language:C++000

ChatBot-Application

A web-based ChatBot application that can be used to respond to user queries. The underlying knowledge base has been parsed from XML documents using the Java StAX API. Additionally, the data is stored in multiple ways to illustrate different datastore capabilities as well as their response times. For example, the application uses the ultra-fast Lucene indexing and search library, and stores data in MySQL and MongoDB to illustrate both relational and document-oriented databases.

Language:Java000

Data-Structures-with-Java

This repository provides examples of common data structures implemented in Java that can be used when designing different software. These data structures allow us to write efficient and re-usable code.

Language:Java020

Exchange-Matching-Engine-Emulation

This project implements an elementary version of a matching engine for a crypto exchange. It uses data structures and algorithms to describe an efficient system that handles BUY and SELL requests from buyers and sellers for a pool of instruments. The system fills the requests or keeps them pending per the depth of the order book.