haozhangphd / QuantLib-noBoost
QuantLib ported to C++17 and with all Boost dependency removed
☆75Updated 7 years ago
Alternatives and similar repositories for QuantLib-noBoost:
Users that are interested in QuantLib-noBoost are comparing it to the libraries listed below
- C++ implementation of options pricing models☆75Updated 7 years ago
- C++ trading client with Qt gui☆40Updated 10 years ago
- Pairs Trading Strategy Implementation in C++☆19Updated 7 years ago
- C++ Trading Algorithm Backtest Environment☆87Updated 6 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆56Updated last year
- A C++ Quantitative Trading System☆84Updated 8 years ago
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆46Updated 8 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 9 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆108Updated 2 years ago
- ☆40Updated 9 years ago
- portable C++ API for Interactive Brokers TWS☆131Updated 5 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆124Updated 10 years ago
- kdb+/q interface library for Wind Quant API.☆92Updated 2 years ago
- AAD enabled and scripting included derivatives modeling.☆21Updated last week
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- ☆28Updated 9 years ago
- Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…☆46Updated 4 years ago
- ☆49Updated 8 months ago
- ☆41Updated last year
- C++ class to connect to kdb+☆16Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- [C++ MFC] automate trades of stock, futures and option☆36Updated 9 years ago
- ☆52Updated 6 months ago
- ☆105Updated 7 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆120Updated 5 years ago