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
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• kilasuelika / backtradercpp
  A C++ 20 backtesting library.
  ☆41Updated 10 months ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆17Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆38Updated 4 years ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆25Updated 7 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
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 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
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• ntorm1 / Atlas
  ☆62Updated 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
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆269Updated 4 years ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆51Updated 5 years ago
• DJ824 / hft-backtester
  orderbook based backtesting suite using MBO data from Databento
  ☆30Updated 6 months ago
• nKastelan / Ed
  Event-driven backtesting engine written in C++
  ☆11Updated last year
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆66Updated 2 years ago
• Marblez / HMM_Trading
  Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…
  ☆39Updated 5 years ago
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• Peropero0 / quantitative_finance_playground
  ☆67Updated last year
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• Jincheng-Gong / wing_model
  ORC wing model calibrator and simulator.
  ☆13Updated last year
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated last year
• hangukquant / disruptor_cpp
  lightweight LMAX disruptor v3 port in C++20
  ☆36Updated 4 months 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
• daongochieu2810 / CppAlgoTrading
  Algorithmic Trading in C++
  ☆42Updated 4 years ago