QuantDevHacks / CppCon2019Backup
Slides and Code for _Leveraging Modern C++ in Quantitative Finance_
☆39Updated 5 years ago
Alternatives and similar repositories for CppCon2019Backup
Users that are interested in CppCon2019Backup are comparing it to the libraries listed below
Sorting:
- ☆154Updated last year
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆181Updated 3 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆34Updated 11 years ago
- A simple coroutine-based reactor library☆48Updated last year
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆128Updated 10 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆22Updated 4 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆70Updated 6 years ago
- ☆16Updated 5 years ago
- Algo trading code, documentation and webinars.☆70Updated last year
- STL-compliant stable vector container☆29Updated 6 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆26Updated 3 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆46Updated 7 months ago
- Unofficial C++ Lib for the IEXtrading API☆38Updated 5 years ago
- C++ library to get stock data from Yahoo Finance☆57Updated 4 months ago
- AAD enabled and scripting included derivatives modeling.☆22Updated this week
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- Examples and presentation for Pacific++/MeetingC++ talk "Benchmarking C++. From video games to algorithmic trading"☆17Updated 4 years ago
- 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
- A C++ Quantitative Trading System☆90Updated 8 years ago
- Our Python Programming Interview☆96Updated last year
- Toy fats log for Meeting C++ 2016☆31Updated 8 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- Reference documents for low latency programming☆61Updated 6 months ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Code from Implementing Useful Algorithms in C++ by Dmytro Kedyk☆131Updated 4 months ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago