Alternatives and similar repositories for OptionsPricingCPP

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

• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated 2 weeks ago
• kilasuelika / backtradercpp
  A C++ 20 backtesting library.
  ☆41Updated 10 months ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 years ago
• ntorm1 / Atlas
  ☆62Updated last year
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆39Updated 12 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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…
  ☆52Updated 5 years ago
• vollib / lets_be_rational
  ☆44Updated 10 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 4 years ago
• nKastelan / Ed
  Event-driven backtesting engine written in C++
  ☆11Updated last year
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆134Updated last year
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆38Updated 4 years ago
• daongochieu2810 / CppAlgoTrading
  Algorithmic Trading in C++
  ☆42Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• Peropero0 / quantitative_finance_playground
  ☆67Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆55Updated 2 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆107Updated 10 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆75Updated 5 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆269Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆75Updated 4 years ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆123Updated 3 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆203Updated last week
• juliansester / nga
  Robust deep hedging and Non-linear generalized affine processes
  ☆14Updated 11 months ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆25Updated 7 years ago