evankirkiles / backtest-environmentLinks
C++ Trading Algorithm Backtest Environment
☆92Updated 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☆256Updated 3 years ago
- C++ examples.☆163Updated 2 weeks ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆116Updated 2 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☆15Updated last year
- High Frequency Trading☆110Updated 7 years ago
- ☆41Updated 10 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- 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…☆49Updated 4 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆101Updated 6 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆229Updated 7 months ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- real high-frequency-trading system based on c++☆102Updated 6 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆599Updated this week
- C++ trading client with Qt gui☆42Updated 10 years ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- An event-driven backtester☆110Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- High-throughput / low-latency C++ application framework☆69Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 4 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆156Updated 2 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago