Contains implementations of cache-optimized and external memory algorithms.

High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

C++ programs which simulate/evaluate the performance of hardware optimization strategies. Strategies tested include CPU branch prediction policy (e.g. bimodal, GShare, tournament) and cache associativity/replacement policy (e.g. Direct-mapped, LRU, HotCold).