AlexPetit12 / EventDrivenPlatform
Basic event driven platform for backtesting financial strategies in C++
☆13Updated 9 years ago
Related projects ⓘ
Alternatives and complementary repositories for EventDrivenPlatform
- A simple & fast bitcoin trading strategy backtesting solution.☆13Updated 8 years ago
- thOth is an open-source high frequency trading library in C++☆30Updated 9 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- Backtesting tool on tick data☆10Updated 7 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 11 years ago
- ☆27Updated 9 years ago
- Algorithmic trading platform for multiple assets☆35Updated 7 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- Order Book Implementation☆25Updated 12 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- Reinforcement learning environment for trading☆15Updated 6 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- A C++ implementation of the Johansen Cointegration test☆19Updated 2 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆30Updated 10 years ago
- ☆14Updated 11 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆74Updated 7 years ago
- A C++ Library for Strategy Backtesting☆21Updated 11 years ago
- 学习vnpy框架写的一些测试代码☆15Updated 7 years ago
- ☆13Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆34Updated 10 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago