Manager ( Principal HPC AI CPP Quantitative Developer ) - Global Quantitative Research @ ICE (New York Stock Exchange)
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Intercontinental Exchange
- Hyderabad, India
- in/naveensuppala
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Building-Low-Latency-Applications-with-CPP
Building-Low-Latency-Applications-with-CPP PublicForked from PacktPublishing/Building-Low-Latency-Applications-with-CPP
Building Low Latency Applications with CPP by Packt Publishing
HTML
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CompFinance
CompFinance PublicForked from asavine/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
C++
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OptionPricingModels
OptionPricingModels PublicForked from OpenBB-finance/OptionPricingModels
Latex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal
TeX
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