This project aims to simulate how an HFT (High-Frequency Trading) firm executes its strategies to profit through the stock exchanges. The project also simulates how a stock exchange manages its order book to match and execute orders efficiently using advanced data structures and algorithms to minimize the latency.

Welcome to MarketMayhem the ultimate simulated trading playground designed for enthusiasts and developers alike to experiment with trading strategies in a risk-free environment. Dive into the thrill of the market without any of the financial risks.

C++20 HFT simulator for CME futures. Shadow execution algorithm (% of volume, beats VWAP/TWAP). Position-aware order book with queue simulation. MDP3 decoder, iLink 3, PCAP replay. Lock-free actor framework with sub-microsecond dispatch. Distributed via ZMQ. ES/NQ futures backtesting and live trading.

Multi-Asset Backtesting & Simulation Engine

A high-frequency trading simulation framework built in C++23, featuring stochastic volatility pricing, realistic order book microstructure, multi-strategy portfolio simulation, and parallelised Monte Carlo path generation.

A High-Frequency Trading Simulator

An experimental Unikernel for HFT simulation using x86_64 architecture

An empirical C++20 framework for reconstructing NASDAQ TotalView-ITCH limit order books from historical binary feeds and evaluating market-data replay, depth analytics, and order-book latency through reproducible benchmark workloads.

A distributed market data and arbitrage engine composed of an exchange simulator and an event-driven trading engine.

Latency-focused order book simulation with reproducible benchmarks, lifecycle events, and trace-level profiling hooks.