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1. usim usim Public

   usim: a bare-metal c++ des for market microstructure research. features a zero-allocation, cache-resident matching engine and a deterministic 3-mode kernel enforcing strict l1/l2/l3 latency boundar…

   C++ 2 1

2. SMMG-labs/itch-fill-flip SMMG-labs/itch-fill-flip Public

   Empirical detection of fill-flip sequences (hot potato effect) at the intra-tick level using NASDAQ TotalView-ITCH 5.0 order book data. Go parser + Python detection pipeline. SPY Jan 2020: 134 cand…

   Jupyter Notebook 1

3. SMMG-labs/nasdaq-itch-hot-potato-simulation SMMG-labs/nasdaq-itch-hot-potato-simulation Public

   Market microstructure simulation of agent-based order flow using NASDAQ ITCH data, demonstrating inventory-driven “hot potato” transfer at the same price level.

   Python 3

4. SMMG-labs/dma-screen-imbalance-extraction SMMG-labs/dma-screen-imbalance-extraction Public

   Research tool for extracting order-flow imbalance signals from DMA trading screens. Combines static Level-2 liquidity and dynamic Time & Sales flow to infer market participant intent using OCR-base…

   Python 2