QuantDevHacks / LearningModCppFinanceLinks
Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)
☆35Updated 5 months ago
Alternatives and similar repositories for LearningModCppFinance
Users that are interested in LearningModCppFinance are comparing it to the libraries listed below
Sorting:
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆188Updated 4 years ago
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆34Updated 3 weeks ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆29Updated 4 years ago
- ☆163Updated last year
- Quantitative finance example applications on GPUs using portable programming models.☆84Updated last year
- Code for Bootstrap C++☆46Updated last year
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆25Updated 5 years ago
- ☆60Updated last year
- The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.☆95Updated last year
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆107Updated 7 years ago
- Python repository with various projects in Machine Learning and Finance☆14Updated this week
- Machine-learning toolkit☆66Updated 11 months ago
- kdb+ integration with Apache Arrow and Parquet☆34Updated 7 months ago
- A selection of 10 problems solved in different programming languages☆26Updated 10 months ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆46Updated 5 months ago
- Reimplementing QuantLib examples by Python☆66Updated 3 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆49Updated last month
- 📚 MesoSim's Strategy Library☆16Updated last year
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆77Updated 3 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 5 years ago
- PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.☆58Updated last week
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆42Updated last year
- Portfolio Construction and Risk Management book's Python code.☆154Updated this week
- AAD enabled and scripting included derivatives modeling.☆22Updated 2 weeks ago
- Collection of resources used on QuantPy YouTube channel.☆261Updated last month
- A high-performance, robust, C++ based Limit Order Book and matching engine designed for real-world high-frequency trading. Utilizes a Mar…☆34Updated 2 months ago
- ☆51Updated last year
- Algorithmic Trading in C++☆42Updated 4 years ago
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …☆78Updated 2 months ago
- A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and …☆218Updated last month