Apress / practical-cpp20-financial-programmingLinks
Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
☆29Updated 4 years ago
Alternatives and similar repositories for practical-cpp20-financial-programming
Users that are interested in practical-cpp20-financial-programming are comparing it to the libraries listed below
Sorting:
- Source Code for 'Options and Derivatives Programming in C++20' by Carlos Oliveira☆19Updated 5 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆36Updated 8 years ago
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆39Updated 8 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆22Updated 8 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆112Updated 7 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆66Updated 2 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆190Updated 4 years ago
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 8 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆50Updated 3 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34Updated 4 years ago
- A C++ library and utility for algorithmic trading system back-testing☆49Updated 5 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- ☆15Updated 5 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 6 years ago
- Hands-on Deep Learning for Finance published by Packt.☆84Updated last month
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Collection of projects oriented around the computational finance domain.☆28Updated 7 years ago
- Building Trading Algorithms with Python, published by Packt☆63Updated 3 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 8 years ago
- ☆25Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Sample trading strategies using price data and conventional indicators☆17Updated 9 years ago
- Docker images for QuantLib CI☆23Updated 2 years ago
- AI for Finance [Video], by Packt Publishing☆38Updated last month
- Hands-on Python for Finance [Video], Published by Packt☆33Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆25Updated 5 years ago
- C++ implementation of options pricing models☆76Updated 8 years ago