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☆254Updated 3 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- real high-frequency-trading system based on c++☆95Updated 6 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆92Updated 6 years ago
- High-throughput / low-latency C++ application framework☆68Updated 3 years ago
- C++ low-latency in-memory order book☆92Updated 11 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…☆51Updated 4 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
- A collection of High-Frequency trading components☆294Updated 9 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆149Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A C++ and Python implementation of the limit order book.☆284Updated 5 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆137Updated 11 years ago
- C++ examples.☆163Updated this week
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆75Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆579Updated 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☆14Updated last year
- Pairs Trading Strategy Implementation in C++☆20Updated 8 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆226Updated 6 months ago
- Algorithmic Trading in C++☆39Updated 3 years ago
- An event-driven backtester☆109Updated 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…☆127Updated 3 years ago
- The official C++ client library for Databento☆52Updated last week
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆237Updated 6 months ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- ☆56Updated last year
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago