lballabio / dockerfilesLinks
Docker images for QuantLib CI
☆23Updated 2 years ago
Alternatives and similar repositories for dockerfiles
Users that are interested in dockerfiles are comparing it to the libraries listed below
Sorting:
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 10 years ago
- header only essentials of QuantLib☆25Updated 8 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 4 years ago
- Order Book Implementation☆25Updated 13 years ago
- C++ multi-dimensional labeled arrays and dataframe based on xtensor☆326Updated 3 months ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 12 years ago
- C++ trading client with Qt gui☆42Updated 10 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆29Updated 4 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆36Updated 8 years ago
- Helix, a market data feed handler for C and C++.☆119Updated 8 years ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆93Updated 4 years ago
- Python API for sentosa trading system☆42Updated 10 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Updated 2 years ago
- Quant Software Tool Kit☆132Updated 10 years ago
- Blog system for quant☆39Updated 10 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆66Updated 2 years ago
- ☆62Updated last year
- kdb+ integration with Apache Arrow and Parquet☆34Updated 9 months ago
- portable C++ API for Interactive Brokers TWS☆137Updated 6 years ago
- Shared-memory interprocess communication from C/python using OpenHFT's chronicle-queue protocol☆21Updated last year
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- Examples and presentation for Pacific++/MeetingC++ talk "Benchmarking C++. From video games to algorithmic trading"☆17Updated 5 years ago
- Financial security modelling with Python and QuantLib☆34Updated 11 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- Data-flow programming toolkit for Python☆175Updated 9 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆134Updated last week
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆190Updated 4 years ago
- Model Calibration with Neural Networks☆48Updated 7 years ago