Alternatives and similar repositories for options-pricing

Users that are interested in options-pricing are comparing it to the libraries listed below

• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆93Updated 7 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆257Updated 4 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆165Updated last month
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆109Updated 6 years ago
• daongochieu2810 / CppAlgoTrading
  Algorithmic Trading in C++
  ☆40Updated 4 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆155Updated last year
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 11 years ago
• Manudecara / Algo-Trading
  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
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆295Updated 9 years ago
• AnthonyBradford / optionmatrix
  Financial Derivatives Calculator with 171+ Models (Options Calculator)
  ☆233Updated 8 months ago
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆95Updated 9 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆38Updated 12 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆287Updated 5 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆142Updated 11 years ago
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆117Updated 2 years ago
• rburkholder / trade-frame
  C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…
  ☆606Updated this week
• ntorm1 / Atlas
  ☆59Updated last year
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆159Updated 2 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆241Updated 8 months ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆140Updated 7 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆110Updated 5 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 7 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆261Updated 7 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆104Updated 7 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
  ☆16Updated last year
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆50Updated 2 years ago
• roq-trading / roq-api
  C++ interfaces used to communicate with Roq's market gateways.
  ☆487Updated 2 weeks ago