Alternatives and similar repositories for backtest-environment:

Users that are interested in backtest-environment are comparing it to the libraries listed below

• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆75Updated 7 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆71Updated 3 years ago
• vincent212 / FIX-Order-Routing-Client
  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 7 months ago
• vollib / lets_be_rational
  ☆41Updated 9 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆66Updated 8 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆236Updated 3 years ago
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆85Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 6 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆161Updated last week
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆137Updated 4 years ago
• AnthonyBradford / optionmatrix
  Financial Derivatives Calculator with 171+ Models (Options Calculator)
  ☆208Updated 2 weeks ago
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆111Updated 2 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆66Updated 2 years ago
• vollib / py_lets_be_rational
  ☆53Updated 7 months ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆128Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆111Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆85Updated 11 years ago
• thiagowinkler / pairs-trading-cpp
  Pairs Trading Strategy Implementation in C++
  ☆19Updated 7 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆126Updated 10 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆142Updated last year
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆71Updated 5 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆101Updated 5 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆95Updated 2 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆65Updated 6 years ago
• databento / databento-cpp
  The official C++ client library for Databento
  ☆37Updated last week
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆87Updated 11 years ago