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  1. sqlite-lite sqlite-lite Public

    A basic C++ implementation of a SQL database engine according to the sqlite architecture

    C++

  2. Spot-Exchange Spot-Exchange Public

    Multi-threaded Algorithmic Trading Platform with engine and FIFO limit orderbook built in C++

    C++ 4 3

  3. Data-Feed Data-Feed Public

    Low latency data feed and order book reconstruction for NASDAQ TotalView-ITCH 5.0 outbound protocol

    C++ 1 1

  4. BondPricing BondPricing Public

    Bond Pricing library in C++ for use with Python

    C++

  5. Black-Scholes Black-Scholes Public

    Black Scholes european option pricing with monte carlo, geometric brownian motion price path and delta hedging simulations

    C++ 1 2

  6. CPP-Internet-Chat CPP-Internet-Chat Public

    This project implements the Boost ASIO networking library to allow clients to chat to others over TCP and interact with a full suite of chat tools as part of a fully functioning chat application.

    C++ 1