Philippe Casgrain (p-casgrain)

p-casgrain

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Company:ETH Zürich

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Philippe Casgrain's repositories

Nash-DQN

Deep Reinforcement Learning for Nash Equilibria

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LimitOrderBook.jl

A limit order book matching engine written in Julia

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FIX.jl

Basic implementation of Financial Information eXchange protocol in Julia

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LatentAlphaEstimation

An implementation of the EM algorithm for the estimation of latent-alpha model parameters

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Q2.jl

Connect Julia and kdb

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AVLTrees.jl

AVL self-balancing tree written in pure Julia.

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fix8-docker

Docker image for compiling & running the FIX8, FIX engine

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libtrading

Libtrading, an ultra low-latency trading connectivity library for C and C++.

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Yggdrasil

Collection of builder repositories for BinaryBuilder.jl

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