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log2mem

C/C++ high-speed low-latency lightweight memory-mapped diagnostic logger

low_latency_experiments

Various C++ benchmark code for low latency trading systems

lzham_codec

Lossless data compression codec with LZMA-like ratios but 1.5x-8x faster decompression speed, C/C++

m4-methods

Includes the source code of the methods which participated in the M4 Competition

magic-trace

Easy Intel Processor Trace Visualizer

malloc-survey

:chart_with_upwards_trend: Allocation benchmarks

mappedbus

A library for low latency IPC between multiple Java processes/JVMs. http://mappedbus.io

market-maker

Automatically provide liquidity between XRP and any single issued currency.

market_microstructure

For Baruch MFE Course

marketmicrostructure

Theory study and practice about market microstructure

matplotlib-cpp

Extremely simple yet powerful header-only C++ plotting library built on the popular matplotlib

maxentropy

Maximum entropy and minimum divergence models in Python

mdembedding

MATLAB code for estimating parameters for phase space reconstruction of multivariate data.

mean_reverting_portfolio

memcached

memcached development tree

memory

STL compatible C++ memory allocator library using a new RawAllocator concept that is similar to an Allocator but easier to use and write.

metann

microstructure

Jim

microstructure-1

mitigating-overfitting-experiment

Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"

mmap-allocator

mmap_allocator

A STL allocator that mmaps files

mpmcqueue

A bounded multi-producer multi-consumer lock-free queue written in C++11

mpscq

An intrusive lock-free multiple-producer, single-consumer queue in C++

msm_thanasarn

Makov Switching Multifractal Model

mth-9879

Baruch course - Market Microstructure

nanolog

Low Latency C++11 Logging Library

nanomq

Ultra low latency messaging kernel

nedmalloc

An EXTREMELY FAST portable thread caching malloc implementation written in C for multiple threads without lock contention based on dlmalloc. Optimised for x86 and x64. Compatible with C++. Can patch itself into existing binaries on Windows.

nng

nanomsg-next-generation -- in development (not for production use)