Alternatives and similar repositories for QuantPDE

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

• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆182Updated 3 years ago
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆22Updated 4 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆41Updated 10 years ago
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆36Updated 6 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆77Updated 7 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last week
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago
• sduprey / optimal_transaction_execution
  This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…
  ☆33Updated 11 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 7 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago
• RoughStochVol / rBergomi
  C++ implementation of rBergomi model
  ☆24Updated 6 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆25Updated 12 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 9 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆48Updated 4 years ago
• marc-henrard / muRisQ-ir-models
  muRisQ Advisory: Interest Rate Models for Derivatives.
  ☆13Updated 2 years ago
• ZewenShen / hdp
  A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…
  ☆28Updated 5 years ago
• andleb / derivatives
  Derivatives pricing in modern C++.
  ☆15Updated 2 years ago
• swatimital / QuantPricer
  ☆12Updated 8 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆88Updated 6 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 12 years ago
• yadongli / nyumath2048
  NYU Math-GA 2048: Scientific Computing in Finance
  ☆107Updated 5 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆74Updated 6 years ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 7 years ago
• ChakoChen / MTH9821-Numerical-Methods-for-Finance
  Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
  ☆19Updated 6 years ago
• joequant / algobroker
  Algo execution engine
  ☆92Updated 9 years ago