Alternatives and similar repositories for cronos:

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

• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆91Updated 3 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆40Updated 9 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆86Updated 6 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• vollib / lets_be_rational
  ☆39Updated 9 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 2 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆29Updated 8 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 7 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆30Updated 13 years ago
• codyfeng / kdb-cpp
  C++ class to connect to kdb+
  ☆16Updated 6 years ago
• trufanov-nok / ta-lib-rt
  TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.
  ☆88Updated last year
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 5 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• vollib / py_lets_be_rational
  ☆52Updated 6 months ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆62Updated 6 years ago
• thiagowinkler / pairs-trading-cpp
  Pairs Trading Strategy Implementation in C++
  ☆19Updated 7 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆78Updated last year
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆119Updated last year
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆108Updated 2 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆118Updated 6 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• sighmin / gpstocks
  Using Genetic Programming for Securities Analysis
  ☆48Updated 11 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…
  ☆46Updated 4 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 12 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 3 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆66Updated 8 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆85Updated 11 years ago
• ntorm1 / Atlas
  ☆48Updated 10 months ago
• paps / Open-Trading
  Open source Forex trading.
  ☆32Updated 7 years ago
• tspooner / rl_markets
  Market Making via Reinforcement Learning
  ☆318Updated 5 years ago