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1. TradeCore TradeCore Public

   TradeCore v1.0 — a deterministic, low-latency exchange simulation engine with zero-allocation hot paths, replay validation, compile-time risk checks, telemetry, and performance-contract enforcement.

   C++

2. FlowState FlowState Public

   High-Frequency Market Making Research Framework

   Python

3. Regime-Shift Regime-Shift Public

   Institutional-style quantitative research framework for market regime detection and dynamic asset allocation using Hidden Markov Models, walk-forward validation, convex portfolio optimization, and …

   Python

4. RiskLab RiskLab Public

   Research framework for systematic portfolio construction, risk management, volatility targeting, and quantitative strategy evaluation.

   Jupyter Notebook

5. AQC AQC Public

   Modular quantitative finance framework with event-driven backtesting, portfolio optimization, execution simulation, market microstructure, and alpha research.

   HTML

6. DeepHedge-RL DeepHedge-RL Public

   Constrained reinforcement learning framework for dynamic intraday options hedging with Maskable PPO, action masking, and realistic market constraints.

   HTML