Apress / practical-cpp20-financial-programming
Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
☆26Updated 3 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
- Source Code for 'Options and Derivatives Programming in C++20' by Carlos Oliveira☆17Updated 4 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆70Updated 6 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆35Updated 8 years ago
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆36Updated 7 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆45Updated 2 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆17Updated 7 years ago
- ☆15Updated 4 years ago
- ☆24Updated 4 years ago
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 8 years ago
- C++ Standard Template Library in Practice, published by [Packt]☆25Updated 2 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆74Updated 7 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Building Trading Algorithms with Python, published by Packt☆60Updated 2 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated this week
- Leverage the modern features of C++ to overcome difficulties in various stages of application development☆23Updated 4 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- Source Code for 'Pointers in C Programming' by Thomas Mailund☆23Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆64Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- Hands-on Deep Learning for Finance published by Packt.☆78Updated 2 years ago
- Docker images for QuantLib CI☆23Updated last year
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Limit order book model with Poissonian order flow.☆10Updated 7 years ago
- Desktop application for theoretical visualization of financial derivatives, using PyQT, Cython, and OpenGL.☆9Updated 2 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆181Updated 3 years ago
- Hands-on Python for Finance [Video], Published by Packt☆32Updated 4 years ago
- quant++: A C++ quantitative trading framework.☆23Updated 12 years ago
- Demystified Object-Oriented Programming with C++, published by Packt☆80Updated 2 years ago