Alternatives and similar repositories for CppCon2019Backup

Users that are interested in CppCon2019Backup are comparing it to the libraries listed below

• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆190Updated 4 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆36Updated 8 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆39Updated 12 years ago
• PacktPublishing / C-High-Performance-for-Financial-Systems-
  ☆166Updated last year
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆68Updated 6 years ago
• Chudleyj / IEX_CPP_API
  Unofficial C++ Lib for the IEXtrading API
  ☆40Updated 5 years ago
• sadhbh-c0d3 / cpp20-orderbook
  Order Book implementation in C++20 (Concepts & Co-Routines)
  ☆28Updated last year
• HFTrader / hbthreads
  A simple coroutine-based reactor library
  ☆49Updated 4 months ago
• Apress / practical-cpp20-financial-programming
  Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
  ☆29Updated 4 years ago
• phejet / benchmarkingcpp_games_trading
  Examples and presentation for Pacific++/MeetingC++ talk "Benchmarking C++. From video games to algorithmic trading"
  ☆17Updated 5 years ago
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆25Updated 5 years ago
• HFTrader / awesome-programming-resources
  My curated collection of great sources of information for programming
  ☆107Updated 2 months ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• gavinconran / numerical-finance
  Numerical Methods in Finance
  ☆19Updated 7 years ago
• profitviews / heisenberg
  Algo trading code, documentation and webinars.
  ☆70Updated 2 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆149Updated 11 years ago
• brnohu / CompFin
  This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…
  ☆43Updated last year
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆98Updated 9 years ago
• yadongli / nyumath2048
  NYU Math-GA 2048: Scientific Computing in Finance
  ☆112Updated 5 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆52Updated 5 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆51Updated last month
• sebgur / SDev.Python
  Python repository with various projects in Machine Learning and Finance
  ☆14Updated last week
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last week
• maxlucuta / semi-static-conditions
  Branch Optimisation for High-frequency Trading
  ☆62Updated 2 years ago
• david-grs / optiver_trading_game_client
  ☆15Updated 5 years ago
• PacktPublishing / Cpp-High-Performance
  C++ High Performance, published by Packt
  ☆266Updated 3 years ago
• DanielDubi / StaticFlatMap
  A high performance map.
  ☆105Updated 5 years ago