lightweight LMAX disruptor v3 port in C++20
☆35Sep 10, 2025Updated 6 months ago
Alternatives and similar repositories for disruptor_cpp
Users that are interested in disruptor_cpp are comparing it to the libraries listed below
Sorting:
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- A humble repository for academic quant strategies☆17May 1, 2025Updated 10 months ago
- Documentation for hangukquant/quantpylib☆36Jul 8, 2025Updated 8 months ago
- ☆11Jun 10, 2018Updated 7 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆21Dec 31, 2023Updated 2 years ago
- ☆17Sep 19, 2025Updated 6 months ago
- ☆11Oct 6, 2020Updated 5 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- Timers and Alarms based on threads in modern C++☆13Apr 1, 2024Updated last year
- ☆38Nov 30, 2022Updated 3 years ago
- Sample scripts using EVM Tracing in Python and Rust☆12Oct 12, 2023Updated 2 years ago
- Lightweight function wrappers able to store and invoke any callable target without the caller having to know the details of the callee. A…☆13Oct 14, 2024Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆67Updated this week
- Implementation for What it Thinks is Important is Important: Robustness Transfers through Input Gradients (CVPR 2020 Oral)☆16Mar 24, 2023Updated 2 years ago
- ☆22Jan 20, 2024Updated 2 years ago
- A study of the Glosten and Milgrom model for market making☆14Nov 4, 2015Updated 10 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Based on Jason Turner's musing for a better `main` that is more in step with Modern C++☆18Feb 8, 2023Updated 3 years ago
- Limit Order book and matching engine in Rust.☆58Jan 5, 2022Updated 4 years ago
- Market Making Strategy for Paradex Perpetuals☆44Dec 22, 2025Updated 2 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- Feature Engineering and Predictive Modeling for Financial Time Series Data☆12Aug 4, 2020Updated 5 years ago
- Mike Maksimov's blog☆19Oct 17, 2022Updated 3 years ago
- Solutions for Advent of Code 2023 using Modern C++.☆15Dec 25, 2023Updated 2 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- Modular aggregated order book for CeFi exchanges☆13May 25, 2023Updated 2 years ago
- Direct Numerical Simulation of Turbulence using the Implicitly Dealiased Pseudospectral Method☆12Jun 20, 2025Updated 9 months ago
- A High-Frequency Market-Making bot for CoinCheck.jp☆10Oct 30, 2017Updated 8 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 2 years ago
- Reports for the Numerai machine learning competition☆14Apr 19, 2022Updated 3 years ago
- prediction market indexer with semantic search☆35Jan 27, 2026Updated last month
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆23May 13, 2024Updated last year
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated 2 months ago
- Volatility trading☆22Oct 2, 2024Updated last year
- Trying out advent of code stuff. Plz no copy pasta☆31Dec 1, 2025Updated 3 months ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆194Mar 1, 2026Updated 2 weeks ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆71Oct 11, 2022Updated 3 years ago
- ☆12Mar 10, 2024Updated 2 years ago