A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.
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Updated
May 12, 2025 - C++
A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.
Volume based Trading Strategy with Crossover of SMA and Current Candle
Shreejit Verma - Senior Quantitative Developer (FRTB market risk, low-latency C++). Profile README and source of www.shreejitverma.com
An interactive 3D web application for quantitative options risk assessment, visualizing Delta and Gamma surfaces using the Merton-Black-Scholes framework.
Backend quant engine focused on deterministic replay, canonical market data capture, and replay-ready infrastructure.
Algorithmic trading bot for beginners to build
Public GitHub Pages web resume and portfolio landing page for quant trading systems, market data, risk infrastructure, and C++ portfolio work.
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