daongochieu2810 / CppAlgoTrading
Algorithmic Trading in C++
☆34Updated 2 years ago
Related projects: ⓘ
- 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…☆43Updated 3 years ago
- C++ low-latency in-memory order book☆76Updated 10 years ago
- real high-frequency-trading system based on c++☆47Updated 5 years ago
- C++ examples.☆157Updated this week
- C++ Trading Algorithm Backtest Environment☆83Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆60Updated 3 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆12Updated last month
- High-throughput / low-latency C++ application framework☆61Updated 2 years ago
- A C++ Quantitative Trading System☆74Updated 8 years ago
- ☆23Updated this week
- Coding exercise I did ages ago for a Jump Trading interview☆29Updated 11 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆35Updated 8 years ago
- Pairs Trading Strategy Implementation in C++☆19Updated 7 years ago
- A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features☆35Updated 3 months ago
- HFT based application that work with Akela Connectivity for NYSE.☆20Updated 7 years ago
- C++ implementation of options pricing models☆71Updated 6 years ago
- ☆18Updated this week
- Implementation of a orderbook data structure for LOB research capabilities.☆125Updated 6 months ago
- Simple Market Simulator implementation for HFT stress testing☆28Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆119Updated last year
- A low-latency, high-throughput order matching system implementation.☆32Updated last year
- High performance, low latency high frequency trading system written from scratch in C++☆14Updated last year
- C++ backtesting system for trading strategies (Chinese future market)☆20Updated 6 years ago
- Yet another HFT framework☆34Updated last month
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆111Updated 3 years ago
- A C++ stock market algorithmic trading bot☆222Updated 5 years ago
- C++14 implementation of an Order Book Stock Exchange☆18Updated 7 years ago
- ☆244Updated this week
- Nasdaq Order Book Reconstructor☆224Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆234Updated 4 years ago