imranhakmm (Imran Hakim) · GitHub
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  1. Cross-Cube-Vega-Hedger Cross-Cube-Vega-Hedger Public

    Swaption market-making lab. Single-tenor vega is a mirage, the cube moves in factors.

    Python

  2. fixed-income-etf-pricing-analytics fixed-income-etf-pricing-analytics Public

    Streamlit prototype for fixed-income ETF basket valuation, iNAV, DV01, hedge sizing and premium/discount diagnostics.

    Python

  3. fx-internalisation-dashboard fx-internalisation-dashboard Public

    Interactive Streamlit dashboard for analysing the pricing, routing, and PnL of a market-maker's internalisation book in spot FX.

    Python

  4. cpp-lob-engine cpp-lob-engine Public

    A high-performance limit-order-book (LOB) matching engine and market simulator in modern C++20

    C++