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☆246Updated 3 years ago
- A C++ Quantitative Trading System☆92Updated 9 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆134Updated 10 years ago
- C++23 examples.☆164Updated 2 weeks ago
- real high-frequency-trading system based on c++☆87Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆279Updated 5 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- A collection of High-Frequency trading components☆290Updated 9 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆82Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆124Updated 3 years ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆62Updated last year
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆218Updated 4 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Coding exercise I did ages ago for a Jump Trading interview☆37Updated 12 years ago
- An event-driven backtester☆107Updated 5 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆183Updated 3 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆114Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆243Updated 2 weeks ago
- ☆114Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆135Updated 7 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆566Updated this week