ydxt25 / QuantSystem
A C++ Quantitative Trading System
☆78Updated 8 years ago
Related projects ⓘ
Alternatives and complementary repositories for QuantSystem
- C++ Trading Algorithm Backtest Environment☆85Updated 6 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆122Updated 10 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆20Updated 6 years ago
- C++ implementation of options pricing models☆75Updated 6 years ago
- C++ low-latency in-memory order book☆79Updated 11 years ago
- real high-frequency-trading system based on c++☆58Updated 5 years ago
- High-throughput / low-latency C++ application framework☆63Updated 2 years ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台，可实现CTP、飞马等平台的高频交易策…☆69Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- C++ trading client with Qt gui☆40Updated 9 years ago
- A low-latency, high-throughput order matching system implementation.☆35Updated last year
- High Frequency Trading☆107Updated 6 years ago
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- QuantFabric主项目☆141Updated 11 months ago
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- 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…☆44Updated 3 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆74Updated 7 years ago
- high-frequency trading☆58Updated 12 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- thOth is an open-source high frequency trading library in C++☆30Updated 9 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆115Updated 3 years ago
- Pairs Trading Strategy Implementation in C++☆19Updated 7 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆24Updated 3 years ago
- A collection of High-Frequency trading components☆277Updated 9 years ago