daongochieu2810 / CppAlgoTrading
Algorithmic Trading in C++
☆35Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for CppAlgoTrading
- C++ low-latency in-memory order book☆81Updated 11 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☆13Updated 3 months 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…☆45Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆86Updated 6 years ago
- C++ examples.☆158Updated this week
- High-throughput / low-latency C++ application framework☆63Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆36Updated 8 years ago
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆35Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- real high-frequency-trading system based on c++☆56Updated 5 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆126Updated last year
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- A C++ Quantitative Trading System☆78Updated 8 years ago
- Pairs Trading Strategy Implementation in C++☆19Updated 7 years ago
- Python bindings for Aeron messaging.☆19Updated 2 years ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- ☆34Updated 4 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆63Updated 5 months ago
- C++ backtesting system for trading strategies (Chinese future market)☆20Updated 6 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- Yet another HFT framework☆36Updated last month
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆68Updated 6 months ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆27Updated 3 weeks ago
- C++ implementation of options pricing models☆75Updated 6 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago