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  • University of Washington, Retired
  • Seattle WA USA

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  1. CppCon2019Backup CppCon2019Backup Public

    Slides and Code for _Leveraging Modern C++ in Quantitative Finance_

    C++ 37 15

  2. CppCon-2022-C-20-Dates-in-Finance CppCon-2022-C-20-Dates-in-Finance Public

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  3. LearningModCppFinance LearningModCppFinance Public

    Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)

    C++ 4 1

  4. XLDate XLDate Public

    A C++ Date class based on the new C++20 date namespace and compatible with Excel's date indexing

    C++ 3 1

  5. IKTrading IKTrading Public

    Forked from IlyaKipnis/IKTrading

    Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.

    R 1

  6. RcppBlogCode RcppBlogCode Public

    Sample code accompanying RStudio blog series on "R Package Integration with Modern Reusable C++ Code Using Rcpp"

    C++ 1