Top 4 C++ Backtesting Projects

roq-api

14 455 9.3 C++

The C++23 interfaces used to communicate between trading strategies and market gateways.

Project mention: roq-api: NEW Extended Research - star count:393.0 | /r/algoprojects | 2023-06-11

roq-samples

8 154 8.9 C++

Example projects demonstrating how to use Roq's C++23 APIs.
InfluxDB

www.influxdata.com sponsored

Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
stock-exchange

1 11 8.8 C++

Personal stock exchange on your laptop!

Project mention: Ask HN: Comment here about whatever you're passionate about at the moment | news.ycombinator.com | 2023-11-06

I’m fascinated by the possibilities of trading as a video game instead of a way to make money. I’m building a stock exchange to try and prove this idea. https://github.com/sneilan/stock-exchange

LeverageCalculator

1 2 5.8 C++

A C++ program that calculates the leveraged return of stocks given the risk-free rate and stock return data, and then generates a plot of the leveraged return using the Gnuplot library. (by arvidjonasson)

Project mention: Wrote a LETF calculator that includes borrowing costs and fees. | /r/LETFs | 2023-06-04

Here's the link to the repo: Github.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).