Array thinking, all the way to q — a J laboratory then q/kdb+. Learning in public.
C++ feed handler that normalizes multi-exchange tick data into a common schema and publishes it into a kdb+ tickerplant over IPC
kdb+/q point-in-time book valuation: as-of joins trade positions to curve rates for mark-to-market snapshots
European, Asian and knock-out barrier options priced in idiomatic vectorized q/kdb+ - no loop ever touches a path. Validated against Black-Scholes, with antithetic variance reduction and a convergence/throughput study.
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