Rs
All modules
13
Quant · 3 submodules · 7 lessons · 2h 27m

Pro Systems & Capstone

Order books, pricing-engine patterns, architecture notes, and a final checklist to go pro.

Submodule 13.1

Order Book

BTreeMap-backed BBO.

  1. 1

    Order Book Design

    Bids/asks maps, ticks, and invariants.

    18 min
  2. 2

    Mini Limit Order Book

    Implement Book with add_bid/ask and BBO.

    28 min

Submodule 13.2

Pricing Engine

Traits and portfolio PV.

  1. 1

    Pricer Trait Pattern

    Abstract BS vs MC behind one interface.

    20 min
  2. 2

    Capstone: Mini Pricing Engine

    Price a multi-leg options book with BS.

    35 min

Submodule 13.3

Next Steps

Architecture and career path.

  1. 1

    Architecture Notes

    How real quant systems layer components.

    16 min
  2. 2

    Project Ideas

    Concrete next builds with crate lists.

    15 min
  3. 3

    Final Checklist & Graduation

    Confirm skills and declare your next project.

    15 min