Alternatives and similar repositories for dockerfiles

Users that are interested in dockerfiles are comparing it to the libraries listed below

• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆50Updated 9 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆76Updated 8 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆31Updated 10 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 12 years ago
• discretelogics / TeaFiles.Cpp-Time-Series-Storage-in-Files
  C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆60Updated 4 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆35Updated 8 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆25Updated 7 years ago
• ntorm1 / Atlas
  ☆59Updated last year
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• julius-datajunkie / PerformanceAnalytics
  A python implementation of R's PerformanceAnalytics package
  ☆22Updated 11 years ago
• xtensor-stack / xframe
  C++ multi-dimensional labeled arrays and dataframe based on xtensor
  ☆323Updated last year
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 8 years ago
• man-group / mdf
  Data-flow programming toolkit for Python
  ☆175Updated 8 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆17Updated 2 years ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆137Updated 6 years ago
• TeaEngineering / libchronicle
  Shared-memory interprocess communication from C/python using OpenHFT's chronicle-queue protocol
  ☆21Updated 11 months ago
• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 10 years ago
• florentchandelier / zipline2quantopian
  generating quantopian scripts from multiple files in zipline
  ☆54Updated 9 years ago
• ChinaQuants / qlengine
  ☆12Updated 2 years ago
• Apress / practical-cpp20-financial-programming
  Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
  ☆29Updated 4 years ago
• flouthoc / aku
  Aku - Tiny Backtesting/Trading Engine
  ☆41Updated 3 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago
• OpenSourceRisk / ORE-SWIG
  ☆55Updated last year
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆60Updated 2 years ago
• yhilpisch / ipynb-docker
  IPython Notebook Servers in Docker Containers
  ☆26Updated 10 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆130Updated this week
• Andres-Hernandez / CalibrationNN
  Model Calibration with Neural Networks
  ☆48Updated 7 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆30Updated 7 months ago
• discretelogics / TeaFiles.Py-Time-Series-Storage-in-Files
  Python API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆58Updated 6 years ago