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LiquiMap
LiquiMap PublicDeterministic limit-order-book simulator and matching engine in OCaml. Pure-functional immutable core, event-sourced audit log, Safe_int arithmetic with overflow guards, seeded LCG PRNG, and replay…
OCaml
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ThreatFlow
ThreatFlow PublicThreatFlow is an OCaml-based threat intelligence reasoning engine that ingests CVE, KEV, ATT&CK, and actor data, builds a typed security graph, infers attack relevance, prioritizes vulnerabilities …
OCaml
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Refiner
Refiner PublicRefiner is a deterministic OCaml research sandbox for studying 3-2-1 crack spread trading under synthetic but structured market microstructure. It combines unit-aware spread math, three coordinated…
OCaml
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vol-surface-mm
vol-surface-mm PublicCalibration-free options market-making simulator with SABR or spline volatility surfaces, inventory-aware quoting, delta hedging, stress testing, and reproducible cross-feed research sweeps.
Python 1
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