esma
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Open-source AIFMD Annex IV XML serialization library for EU regulatory reporting
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Feb 24, 2026 - TypeScript
Transparency calculations from ESMA, as CSV files, COPYed to a DB.
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May 10, 2021 - Python
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 candidate pairs at 1ms window, median reaction 106µs, minimum 0.6µs.
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Mar 6, 2026 - Jupyter Notebook
Free CLI for AIFMD II compliance — sanctions screening, LEI validation, filing deadlines, NCA quirks, Annex IV XML validation
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Feb 27, 2026 - TypeScript
ESMA MiCA Register Browser — all 5 EU crypto registers in one searchable app
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Mar 1, 2026 - Python
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