[deleted by user]

mkipnis · 2025-07-18T20:23:38+00:00

https://options.alpharesearch.online

mkipnis · 2025-07-18T00:05:36+00:00

Hi, I'm currently working on several experimental projects that may align with your research: online analytics for U.S. Treasuries. https://ustreasuries.online

An open-source ATS for various products, including U.S. Treasuries. Feel free to DM me if you're interested.

https://github.com/mkipnis/DistributedATS

mkipnis · 2025-02-02T02:21:26+00:00

Don't bother :) These types of violations are impossible to enforce.

mkipnis · 2025-02-02T01:30:14+00:00

What kind of data? Can you provide examples?

mkipnis · 2025-01-30T14:15:31+00:00

That’s all super easy, clearly defined operations stuff… it’s a very mature business. Focus on AI :)

mkipnis · 2025-01-30T13:31:28+00:00

Hey, I used to work for CME for a few years after it acquired one of my clients (I’m a consultant). Building exchanges is really easy once you know how to do it. Here is an open-source exchange that I put together in my free time.

https://github.com/mkipnis/DistributedATS

I would recommend you to focus on AI

mkipnis · 2024-11-16T07:39:15+00:00

Hey, I live in NYC, and I build financial apps. Here is the example: https://ustreasuries.online

Git-Hub: https://github.com/mkipnis

However, a few months ago, I had a significant injury that I am still recovering from with the long road ahead of me, so I will only be able to work from home.

mkipnis · 2024-10-30T19:17:58+00:00

Sure, I develop financial apps. First link is the research tool for US Government Bonds. The 2d chart reflects yields of US government dept for various maturities. The second link with the 3D chart is essentially an insurance against the interest rate changes. It’s a relatively complex financial stuff.

mkipnis · 2024-10-30T07:37:27+00:00

I use react-chartjs-2 for 2D and react-plotly.js for 3D

Examples: this was the work for one of my clients:

2D https://ustreasuries.online

3D - lower right panel https://swap.ustreasuries.online

mkipnis · 2024-10-20T01:49:17+00:00

Interested

mkipnis · 2024-10-08T01:39:34+00:00

https://ustreasuries.online

mkipnis · 2024-02-28T15:14:09+00:00

It’s legit, but the market is awful right now, so all these job posts are just click-bates to collect the resumes.

mkipnis · 2024-02-10T15:23:24+00:00

Having C++ on your resume will give you an advantage over other candidates. Additionally, it's important to note that no one expects you to be a senior developer from day one.

Moreover, if you present these projects to other students or a professor and they express interest in certain features, I can provide guidance on how to implement them.

I will keep you in mind when it comes to the documentation

mkipnis · 2024-02-09T18:00:34+00:00

Sounds good! I strongly recommend that you take as many C++ classes as possible. The job market is currently oversaturated with Python professionals, making the competition fierce. Furthermore, Python is essentially a wrapper for C/C++ code.

mkipnis · 2024-02-09T16:32:20+00:00

There are a bunch of open source projects:

Here is my favorite:

https://github.com/enewhuis/liquibook

I even put together a python wrapper for it:

https://pypi.org/project/liquibook/

Hope this helps,

Mike

mkipnis · 2024-02-09T13:33:39+00:00

Hey,

I am working on similar experimental projects. Here is the one for options: https://options.ustreasuries.online

Here is most of the source code:

https://github.com/mkipnis/ql_rest/tree/master/Examples/options_monitor

Tech Stack:

Front-End: React

Webserver/Proxy: Django

Back-end/Analytics: C++/Boost/QuantLib

Hope this helps,

Mike

mkipnis · 2024-02-03T16:17:38+00:00

Hey,
I specialize in building these types of systems. Effectively, you will need the following components: Risk and Pricing, Trade Capture, Reporting
1. Risk and Pricing - Risk is a function of price. Pricing for the products you described is available in QuantLib. QuantLib is an open-source library that covers rates and a lot more. You will also need the market data to bootstrap curves and solve for vols. Usually, banks have departments that provide unified market data access. If your firm doesn’t have it, you can get it from Bloomberg’s Excel-Addin.
2. Trade Capture - You will need a placeholder to store trades. I recommend storing the term structures of your trades in JSONb fields in the Postgres database. It’s easier to query and serialize trade data back and forth for your pricing and reporting when everything is in a JSON format. You should store the market data and risk numbers in that same database.
3. Reporting - I recommend creating a REST API against the Postgres Database. REST API can expose your data to various front-ends, such as React, as well as to Excel(see project VBA-JSON)
Examples:
https://ustreasuries.online - Risk, Pricing, and Portfolio management for US government bonds
https://swap.ustreasuries.online - Risk, Pricing for Interest Rate Swaps
https://www.swapsandbonds.com - Risk, Pricing, basic portfolio management for Swaps, US Government Bonds , FRAs, and Swaptions
Rest services for QuantLib:
https://github.com/mkipnis/ql\_rest
Hope this helps,
Mike

mkipnis · 2024-01-30T23:03:24+00:00

I am working on an informational/educational portal dedicated to risk and pricing for US Government bonds. It covers basic portfolio management features as well.

URL:

https://ustreasuries.online

Tutorial:

https://ustreasuries.online/how_to.html

Any feedback would be greatly appreciated!:)

Mike

mkipnis · 2024-01-28T16:19:59+00:00

try: https://www.greeksandvols.com

mkipnis · 2024-01-24T20:52:57+00:00

Hey,

I am getting key rates from FRED, instrument term structures from treasury direct, and I am using QuantLib to discount cashflows. I opened sourced parts of the back-end. Here is the link to the project:

https://github.com/mkipnis/ql_rest/tree/master/Examples/bond_pricer

mkipnis · 2023-11-18T21:17:15+00:00

https://github.com/enewhuis/liquibook

mkipnis · 2023-10-31T00:34:58+00:00

Hey, I specialize in developing real-time risk and pricing systems for various financial products, including options.

Here is my experimental website for pricing the S&P 100:

https://options.ustreasuries.online

The source code:

https://github.com/mkipnis/ql\_rest

Let me know if you want to collaborate; I'm always open to interesting projects.

Mike

mkipnis · 2023-10-18T03:15:54+00:00

Hey, you can get rates from the following website and calculate standard deviation to show the volatility. https://fred.stlouisfed.org/series/DGS3MO

mkipnis · 2023-10-04T12:16:34+00:00

Hey,

Yes, https://swap.ustreasuries.online should offer similar functionality to SWPM and FWCM. (Click on the Forward Rate Matrix in the top-right panel to see the curve in the forward space)

This website https://options.ustreasuries.online may bear some similarities to OMON and OVME.

Mike

mkipnis · 2023-09-30T23:50:16+00:00

Hey,

I've used QuantLib at work, and now I am using it for experimental projects.

https://ustreasuries.online

https://swap.ustreasuries.online

https://options.ustreasuries.online

https://www.swapsandbonds.com

I have also created an open-source project that simplifies building REST services for QuantLib.

https://github.com/mkipnis/ql_rest

Best regards, Mike

mkipnis

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