This article provides an in-depth exploration of a comprehensive, command-line-based a Emotionless Options Trading System written in modern C++ (C++20)

A recent trend has emerged, with a notable outflow of engineering talent from the renowned hedge fund DE Shaw careers to firms like Hudson River Trading (HRT) and OpenAI.

An in-depth exploration of experimental quant C and C++ projects, from implementing Ehlers' Cybernetic Oscillator and probing option theory to simulating mean-reverting processes and LPI volatility.

Is the greater interest in consuming and understanding comprehensive market deep analysis, or in developing the technical prowess to construct these analyses through programming and quantitative techniques?

  Embarking on research in quantitative finance, particularly with a focus on the dynamic and rapidly evolving DeFi landscape, can feel lik