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.

The world of quantitative finance, or with quant trading firms (HFT)  operates at the intersection of sophisticated mathematics, vast datasets, and high-speed computation.

Founded by the brilliant mathematician James Simons, Renaissance Technologies is arguably the most successful hedge fund in history, at least concerning its flagship Medallion Fund. Eschewing traditional Wall Street analysts