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)
  ☆49Updated 9 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆24Updated 7 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 7 years ago
• Apress / practical-cpp20-financial-programming
  Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
  ☆26Updated 3 years ago
• man-group / mdf
  Data-flow programming toolkit for Python
  ☆173Updated 8 years ago
• julius-datajunkie / PerformanceAnalytics
  A python implementation of R's PerformanceAnalytics package
  ☆22Updated 11 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago
• xtensor-stack / xframe
  C++ multi-dimensional labeled arrays and dataframe based on xtensor
  ☆323Updated last year
• compatibl / tapescript
  Scalar and vector adjoint algorithmic differentiation (AAD)
  ☆29Updated 8 years ago
• tuckerbalch / QSTK
  Quant Software Tool Kit
  ☆132Updated 9 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 3 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆59Updated 2 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆35Updated 8 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆41Updated 10 years ago
• henrywoo / qblog
  Blog system for quant
  ☆39Updated 9 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 10 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• Apress / data-mining-algorithms-cpp
  Source Code for Data Mining Algorithms in C++ by Timothy Masters
  ☆36Updated 7 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆183Updated 3 years ago
• ntorm1 / Atlas
  ☆56Updated last year
• ChinaQuants / qlengine
  ☆12Updated last year
• yhilpisch / ipynb-docker
  IPython Notebook Servers in Docker Containers
  ☆26Updated 9 years ago
• mkoistinen / JBookTrader
  A Java ATS for market-depth-based trading strategies
  ☆37Updated 9 years ago
• shahrzl / qAutomatedTrading
  Automated trading platform based on Machine Learning algorithm using q/kdb+.
  ☆23Updated 9 years ago
• paps / Open-Trading
  Open source Forex trading.
  ☆31Updated 8 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 7 years ago
• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago