beratkirik

CPP-Programming-for-Financial-Engineering

QuantNet course on C++ programming (completed with Certificate with Distinction)

OrderBook-1

Matching Engine for Limit Order Book

mmyAlgo

opentrade

An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant

algotrade

awesome-cpp

A curated list of awesome C++ (or C) frameworks, libraries, resources, and shiny things. Inspired by awesome-... stuff.

blackbird

Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

blog

Source code for my personal blog

bond-valuation-python

A bond valuation webapp in Python

C_Ders_Notlari

chatbot

Keyword based chatbot in c.

cpp-ipc

C++ IPC Library: A high-performance inter-process communication using shared memory on Linux/Windows.

CppTrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

fmt

A modern formatting library

HighFrequencyTrading

HFT course project - NYU

itch-order-book

Fast implementation of an ITCH order book

LOB_AlgoTrading

Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446

microstructure

Market microstructure research

myTest

Nasdaq-Itch5.0-Parser

option-valuation-python

An option valuation webapp in Python

options-2-trees

Interactive visualization of the CRR binomial options pricing model

stock_futures_app

test

streamlit-dataview

Streamlit viewer for GW data

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

tscns

A low overhead high precision nanosecond timestamp reader for Linux based on x86 TSC

Tutorials

Ipython notebooks for math and finance tutorials

VisualHFT

GUI for enterprise level high frequency trading systems, making focus on visualizing market microstructure analytics, such Limit Order Book dynamic, latencies, execution quality, and other analytics. WPF & C#

Xpedite

A profiler written in C++/Python for developers to profile and optimize performance of ultra low latency/real time systems

yaml-cpp

A YAML parser and emitter in C++