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#

cache-optimization

Here are 55 public repositories matching this topic...

High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

  • Updated Aug 30, 2025
  • C++

Learn matrix-matrix multiplication optimization in C++ through progressively optimized DGEMM implementations, from naïve algorithms to AVX-512 and blocked kernels.

  • Updated Jan 15, 2025
  • C++

Modular Spectrum of Pi: reference implementation of the Stride-6 engine. Unifies Chudnovsky's series with DSP polyphase decomposition in Z/6Z. Validated at 100M digits with 95% parallel efficiency. Features a Shared-Nothing architecture to bypass the memory wall and maximize cache alignment.

  • Updated Jul 9, 2026
  • Jupyter Notebook

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