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)
  ☆188Updated 4 years 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
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆35Updated 8 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 7 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆68Updated 5 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• sadhbh-c0d3 / cpp20-orderbook
  Order Book implementation in C++20 (Concepts & Co-Routines)
  ☆27Updated last year
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆95Updated 9 years ago
• PacktPublishing / C-High-Performance-for-Financial-Systems-
  ☆162Updated last year
• HFTrader / hbthreads
  A simple coroutine-based reactor library
  ☆49Updated last month
• HFTrader / awesome-programming-resources
  My curated collection of great sources of information for programming
  ☆92Updated last week
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆38Updated 12 years ago
• profitviews / heisenberg
  Algo trading code, documentation and webinars.
  ☆70Updated last year
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆50Updated 9 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆143Updated 11 years ago
• PacktPublishing / Cpp-High-Performance
  C++ High Performance, published by Packt
  ☆265Updated 2 years ago
• maciekgajewski / Fast-Log
  Toy fats log for Meeting C++ 2016
  ☆33Updated 9 years ago
• PacktPublishing / Building-Low-Latency-Applications-with-CPP
  Building Low Latency Applications with CPP by Packt Publishing
  ☆570Updated 6 months ago
• carlcook / FastLogger
  Memory mapped logger
  ☆20Updated 10 years ago
• DanielDubi / StaticFlatMap
  A high performance map.
  ☆103Updated 5 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆105Updated 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…
  ☆49Updated 4 years ago
• david-grs / stable_vector
  STL-compliant stable vector container
  ☆30Updated 7 years ago
• foxadb / yahoo-finance
  C++ library to get stock data from Yahoo Finance
  ☆65Updated 10 months ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆295Updated 10 years ago
• Vitorian / modern-cpp-references
  A commented list of Modern C++ resources
  ☆60Updated 8 years ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 8 years ago