evankirkiles / backtest-environmentLinks
C++ Trading Algorithm Backtest Environment
☆93Updated 7 years ago
Alternatives and similar repositories for backtest-environment
Users that are interested in backtest-environment are comparing it to the libraries listed below
Sorting:
- C++ implementation of options pricing models☆76Updated 7 years ago
- Nasdaq Order Book Reconstructor☆257Updated 4 years ago
- C++ examples.☆165Updated last month
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆117Updated 2 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆155Updated last year
- A collection of High-Frequency trading components☆295Updated 9 years ago
- real high-frequency-trading system based on c++☆109Updated 6 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 12 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- ☆41Updated 10 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆233Updated 8 months ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆104Updated 7 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆159Updated 2 years ago
- Algorithmic Trading in C++☆40Updated 4 years ago
- A C++ Quantitative Trading System☆95Updated 9 years 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…☆50Updated 4 years ago
- High Frequency Trading☆110Updated 7 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆130Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated 2 weeks ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆606Updated this week
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆16Updated last year
- C++ library for Binance Futures and Spot. Supports REST and WebSockets, using Boost::Beast with C++17.☆30Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- An event-driven backtester☆110Updated 5 years ago