From 95921d6b85f008e80c05aee1f1610300ea5457c1 Mon Sep 17 00:00:00 2001 From: "Raymond P. Burkholder" Date: Sat, 29 May 2021 12:51:34 -0600 Subject: [PATCH] Add c++ based TradeFrame library/framework --- README.md | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index fd8b9ae..38f8420 100644 --- a/README.md +++ b/README.md @@ -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. \ No newline at end of file +- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.