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Benchwarmer

An NBA prediction engine plus a C++20 market data recorder that rebuilds the order book from a live feed and replays any recorded session byte-for-byte.

Solo · 2026 · Solo

Demo walkthrough coming soon

Why I built it

I wanted to treat NBA games the way a quant treats any market, with a model instead of gut calls. I built the engine in C++, backtested it against historical games, and wired it to the Kalshi API so the forecasts meet real prices. The recorder replays every recorded session through the same ingest, decision, and execution path, so a change in behavior traces back to a commit. It has only ever run on replay, never with real money.

Results

Byte-identical replay tests
33

Stack

  • C++20
  • Boost.Beast
  • simdjson
  • XGBoost
  • Kalshi API
  • Python
QuantML/AIData
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