lyndskg / black-scholes-cppLinks
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
☆28Updated 8 months ago
Alternatives and similar repositories for black-scholes-cpp
Users that are interested in black-scholes-cpp are comparing it to the libraries listed below
Sorting:
- Personal Project that implements a variety of HFT strategies in C++☆76Updated 4 years ago
- real high-frequency-trading system based on c++☆118Updated 6 years ago
- An asynchronous low-latency trading system☆62Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆134Updated last year
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Updated 2 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆101Updated 3 years ago
- Improved Order Management System for stock trading☆52Updated 2 months ago
- Delta hedging under SABR model☆44Updated last year
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆97Updated 2 months ago
- Cornell Quant Fund 2022 Trading competition Options Case winner☆19Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆71Updated last year
- Nasdaq Order Book Reconstructor☆269Updated 4 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆55Updated 2 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆54Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Updated 5 years ago
- Live Option Chain for Equity Derivatives using Finvasia Shoonya APIs and Next.js☆17Updated 2 years ago
- Simulation of delta hedging☆18Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- C++ implementation of options pricing models☆76Updated 8 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆19Updated last month
- NSE Nifty Derivatives OI analysis using Python and Excel.☆36Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- High-frequency statistical arbitrage☆244Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆287Updated last week
- Load, build and visualize volatility analytics from Deribit.☆28Updated 2 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆81Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆58Updated 5 years ago