OhCamel Quant
Flight Deck
The book's limits, risk and data feeds as live instruments, with the book's own numbers kept private.
OhCamel is a quantitative finance system. The public site is a research workstation on real market data: risk, portfolio construction, backtesting, options, rates and company fundamentals, with scheduled research products computed overnight. Behind it, a reactive risk engine written in OCaml on Jane Street's Incremental recomputes only what a market tick touches, and runs a paper-trading desk.