max2ma / BlackScholes_MonteCarlo
Monte Carlo Methods applied to the Black-Scholes financial market model
☆26Updated 7 years ago
Alternatives and similar repositories for BlackScholes_MonteCarlo
Users that are interested in BlackScholes_MonteCarlo are comparing it to the libraries listed below
Sorting:
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆15Updated 5 years ago
- Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.☆42Updated 2 years ago
- High Frequency Trading using Vivado HLS☆137Updated 7 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- RTL design for a nasdaq compatible high frequency trading low level. Supports itch on moldudp64.☆41Updated last year
- Convert json descriptions of quant algorithms to verilog HDL.☆12Updated 4 years ago
- Use NetFPGA SUME to implement HFT Machine based on TWSE Stock Server☆27Updated 6 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- C++ High Frequency Trading☆9Updated 8 years ago
- Binomial model☆12Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 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…☆49Updated 4 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Updated last year
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- A HFT Market Simulation utilizing high-speed, efficient C++ and concurrent/parallel programming☆11Updated last year
- Price response function and spread impact analysis in correlated financial markets☆15Updated 4 months ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆26Updated 3 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆36Updated 4 years ago
- Fast risks with QuantLib in C++☆24Updated 2 weeks ago
- QuantLib ported to C++17 and with all Boost dependency removed☆74Updated 7 years ago
- A C++ Quantitative Trading System☆90Updated 8 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆37Updated last year
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆18Updated last year
- AAD enabled and scripting included derivatives modeling.☆22Updated this week
- Quantitative finance example applications on GPUs using portable programming models.☆66Updated 10 months ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆38Updated last year