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
  ☆92Updated 3 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆89Updated 6 years ago
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆116Updated 2 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆252Updated 3 years ago
• roq-trading / roq-cpp-samples
  C++23 examples.
  ☆163Updated last month
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆294Updated 9 years ago
• tspooner / rl_markets
  Market Making via Reinforcement Learning
  ☆333Updated 5 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• JJJerome / mbt_gym
  mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…
  ☆161Updated last year
• adrianmichel / tradery
  A C++ library and utility for algorithmic trading system back-testing
  ☆46Updated 5 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
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 8 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• jsg71 / Deep-Hedging
  ☆149Updated 5 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 7 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 4 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆77Updated 7 years ago
• mjuchli / ctc-executioner
  Master Thesis: Limit order placement with Reinforcement Learning
  ☆177Updated 6 years ago
• phil8192 / ob-analytics
  R package intended for visualisation, analysis and reconstruction of limit order book data
  ☆156Updated 6 years ago
• OLPS / OLPS
  Online Portfolio Selection toolbox
  ☆351Updated 10 years ago
• Chudleyj / IEX_CPP_API
  Unofficial C++ Lib for the IEXtrading API
  ☆39Updated 5 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆37Updated 4 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆118Updated 7 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆159Updated last year
• jamesdbrock / hffix
  Financial Information Exchange Protocol C++ Library
  ☆301Updated last year
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆93Updated 11 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 7 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆115Updated 7 years ago