gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-07-27 20:07:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add c++ based TradeFrame library/framework

Browse Source
This commit is contained in:
Raymond P. Burkholder
2021-05-29 12:51:34 -06:00
committed by GitHub
parent 79ca978572
commit 95921d6b85
1 changed files with 6 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+6 -1
View File
@@ -16,6 +16,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Ruby](#ruby)
- [Elixir/Erlang](#elixirerlang)
- [Golang](#golang)
- [CPP](#cpp)
- [CSharp](#csharp)
- [Frameworks](#frameworks) - frameworks that support different languages
- [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples
@@ -375,6 +376,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Kelp](https://github.com/stellar/kelp) - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).
- [marketstore](https://github.com/alpacahq/marketstore) - DataFrame Server for Financial Timeseries Data.
## CPP
- [TradeFrame](https://github.com/rburkholder/trade-frame) - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.
## Frameworks
- [QuantLib](https://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
@@ -409,4 +414,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Python_Option_Pricing](https://github.com/dedwards25/Python_Option_Pricing) - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.
- [python-training](https://github.com/jpmorganchase/python-training) - J.P. Morgan's Python training for business analysts and traders.
- [Stock_Analysis_For_Quant](https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.
- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.
- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.