openriskengine / OpenRiskEngineLinks
A transparent platform for pricing and risk analytics
☆7Updated 8 years ago
Alternatives and similar repositories for OpenRiskEngine
Users that are interested in OpenRiskEngine are comparing it to the libraries listed below
Sorting:
- QuantLib with adjoint algorithmic differentiation (AAD)☆50Updated 9 years ago
- Aku - Tiny Backtesting/Trading Engine☆41Updated 3 years ago
- ☆39Updated 5 years ago
- ☆50Updated last year
- Algorithmic Trading software designed to make money on the equity market.☆18Updated 8 years ago
- fixpp - A modern C++ FIX library☆85Updated 10 months ago
- QuantLib ported to C++17 and with all Boost dependency removed☆75Updated 8 years ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆18Updated 4 months ago
- Scalar and vector adjoint algorithmic differentiation (AAD)☆29Updated 8 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆31Updated 5 years ago
- kdb+ integration with Apache Arrow and Parquet☆32Updated 3 months ago
- Docker images for QuantLib CI☆23Updated last year
- Simple FIX and FAST protocol implementation☆14Updated 10 years ago
- Tick, a market data tool.☆19Updated 12 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 7 years ago
- A c# trading strategy backtesting framework☆20Updated 8 years ago
- Python support for FpML (Financial products Markup Language) generated with generateDS.py☆15Updated 9 years ago
- Tick-to-trade latency benchmark sources☆17Updated 7 years ago
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- portable C++ API for Interactive Brokers TWS☆136Updated 6 years ago
- FFI for kdb+☆31Updated 2 months ago
- Latest source files for kdb+tick☆103Updated 11 months ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- Order Book Implementation☆26Updated 12 years ago
- A matching engine written in C++☆13Updated 6 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 10 years ago
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 8 years ago
- command line tools around Interactive Brokers TWS API☆91Updated 7 years ago
- A client/server system for acquiring, managing, and distributing financial data.☆70Updated 2 years ago