BSE is a simple minimal simulation of a limit order book financial exchange

A complete computer science study plan to become a software engineer.

The Cyber Swiss Army Knife - a web app for encryption, encoding, compression and data analysis

Building blocks for network protocols on the JVM

Training and exercises to learn GS Collections.

A toolkit for developing and comparing reinforcement learning algorithms.

Helix, a market data feed handler for C and C++.

Applications for working with near real-time market data from IEX

Low latency connectivity to trading venues on the JVM

Low-latency connectivity library for electronic trading systems.

Applications for working with historical market data from NASDAQ

NASDAQ transport protocols on the JVM

Modeling high-frequency limit order book dynamics with support vector machines

Open source software platform for trading venues

Low-latency Financial Information Exchange (FIX) engine for the JVM

Additional FIX dialects for Philadelphia

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

Python implementation of fast limit-order book.

The QuantLib C++ library

Scala library for parsing TAQ NYSE OpenBook Ultra