felixkylo82 / options-pricingLinks
C++ implementation of options pricing models
☆77Updated 7 years ago
Alternatives and similar repositories for options-pricing
Users that are interested in options-pricing are comparing it to the libraries listed below
Sorting:
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- C++ low-latency in-memory order book☆93Updated 11 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- real high-frequency-trading system based on c++☆91Updated 6 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆220Updated 5 months ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆148Updated last year
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆86Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆134Updated 11 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated last week
- QuantLib ported to C++17 and with all Boost dependency removed☆75Updated 8 years ago
- A C++ and Python implementation of the limit order book.☆282Updated 5 years ago
- A low-latency, high-throughput order matching system implementation.☆45Updated 2 years ago
- C++23 examples.☆163Updated last month
- 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…☆51Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆69Updated last year
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 6 months ago
- A collection of homeworks of market microstructure models.☆250Updated 7 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆115Updated 2 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆576Updated this week
- The official C++ client library for Databento☆48Updated last week
- Algorithmic Trading in C++☆39Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆136Updated 7 years ago
- An event-driven backtester☆107Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago