PacktPublishing / Building-Low-Latency-Applications-with-CPP
Building Low Latency Applications with CPP by Packt Publishing
☆373Updated last year
Related projects: ⓘ
- ☆127Updated 5 months ago
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆80Updated 5 months ago
- ☆305Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆234Updated 4 years ago
- C++ interfaces used to communicate with Roq gateways.☆466Updated this week
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆478Updated 3 months ago
- C++ High Performance Second Edition, published by Packt☆213Updated last year
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆799Updated 6 months ago
- ☆654Updated last year
- C++ low-latency in-memory order book☆76Updated 10 years ago
- A collection of High-Frequency trading components☆271Updated 8 years ago
- Financial Information Exchange Protocol C++ Library☆271Updated 5 months ago
- Coding exercise I did ages ago for a Jump Trading interview☆29Updated 11 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆116Updated 10 years ago
- Nasdaq Order Book Reconstructor☆224Updated 2 years ago
- Fast implementation of an ITCH order book☆332Updated 2 years ago
- C++ implementation of options pricing models☆71Updated 6 years ago
- A C++ 20 backtesting library.☆22Updated last year
- Algo trading code, documentation and webinars.☆64Updated 9 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆125Updated 6 months ago
- A high performance map.☆93Updated 4 years ago
- VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WP…☆725Updated 2 months ago
- A C++ stock market algorithmic trading bot☆222Updated 5 years ago
- C++ Trading Algorithm Backtest Environment☆83Updated 5 years ago
- My computational solution to Jane Street's monthly puzzles.☆217Updated 3 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆164Updated 3 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆573Updated 2 weeks ago
- A C++ Quantitative Trading System☆74Updated 8 years ago
- real high-frequency-trading system based on c++☆47Updated 5 years ago
- Top training materials in quantitative finance☆389Updated this week