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 7 months ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆103Updated 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…
  ☆50Updated 4 years ago
• gty3 / dom-replay
  ☆49Updated last year
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆93Updated 7 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆257Updated 4 years ago
• ntorm1 / Atlas
  ☆59Updated last year
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 7 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆17Updated 7 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
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 7 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• dpopadic / arpmRes
  Advanced Risk and Portfolio Management Resources
  ☆31Updated 6 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆38Updated 4 years ago
• IlluvatarEru / ElectronicMarkets
  ☆49Updated 7 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆95Updated 7 months 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
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• Peropero0 / quantitative_finance_playground
  ☆61Updated 9 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆178Updated last month
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆25Updated 7 years ago
• proydakov / ihft
  Yet another HFT framework
  ☆44Updated last month
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆48Updated last year
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 4 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆131Updated 7 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…
  ☆38Updated 5 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆22Updated 6 years ago