Suhas Ghorpadkar (suhasghorp)

suhasghorp

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Location:New York

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Suhas Ghorpadkar's repositories

btup

Jupyter notebooks on financial engineering.

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ISDA_SIMM

Implementation of ISDA SIMM v2.3 & 2.4

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1brc-rust

Solution to: https://github.com/gunnarmorling/1brc, but in Rust

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1brc-simd

Process 1 billion row of text data as fast as possible

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algorithmic_trading_book

2 books and related source codes for algorithmic trading.

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aoc-2023-cpp-solutions

Solutions for Advent of Code 2023 using Modern C++.

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asyncplusplus

Async++ concurrency framework for C++11

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concurrencpp

Modern concurrency for C++. Tasks, executors, timers and C++20 coroutines to rule them all

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cppbestpractices

Collaborative Collection of C++ Best Practices. This online resource is part of Jason Turner's collection of C++ Best Practices resources. See README.md for more information.

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data-analysis-with-polars

Public notebooks and datasets to accompany the Data Analysis with Polars course on Udemy

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ece459

ECE 459: Rust Programming for Performance

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exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

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lock-free-charles-frasch

Code for "SPSC Lock-free, Wait-free Fifo from the Ground Up" presentation at CPPCON 2023

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lockfree

A collection of lock-free data structures written in standard C++11

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mbs-val

mortgage backed security analysis

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Modern-CPP-Programming

Modern C++ Programming Course

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modern_cpp_tutorials

Tutorials in modern c++

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Orderbook

A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel, @TheCodingJesus

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Papers

Quant Research Papers

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parikh_quantitative_finance

Codes for all the concepts related to quantitative finance

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quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

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rinhabackend-vertx

Rinha de Backend 2023 Q3 - Java + Vert.x

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tcpclient

Challenge Binary Protocol

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The-Art-of-Writing-Efficient-Programs

The Art of Writing Efficient Programs, published by Packt

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