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Top 13 C++ Finance Projects
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moneymanagerex
Money Manager Ex is an easy to use, money management application built with wxWidgets
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
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TOSDataBridge
A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.
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InfluxDB
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.
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fix-protocol
FIX 4.4 session layer implementation for a single pair of initiator (client) and acceptor (server) over TCP
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RatCoin-2.0
The goal of the project is quite simple: deploy a fun coin that will ever infest your life. RatCoin Wallet releases and updates, Blockchain Snapshots and more
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LeverageCalculator
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: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
https://moneymanagerex.org hey they have Mac app, it's free... but also it's free...
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
I wrote a library called QuantPDE when I was a graduate student that might have what you need. There is a tutorial on the GitHub page for how to implement a Bermudan option with discrete dividends.
> In this case std::lower_bound is very slightly but consistently faster than sb_lower_bound. To always get the best performance it is possible for libraries to use sb_lower_bound whenever directly working on primitive types and std::lower_bound otherwise.
I will say that if this is the case, there are probably much better versions of binary search out there for primitive types. I made one just screwing around with SIMD that's 3x faster than std::lower_bound until becoming memory bound:
https://github.com/matthewkolbe/ThinkingInSimd/tree/main/alg...
Project mention: Wrote a LETF calculator that includes borrowing costs and fees. | /r/LETFs | 2023-06-04Here's the link to the repo: Github.
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A note from our sponsor - InfluxDB
www.influxdata.com | 25 Apr 2024
Index
What are some of the best open-source Finance projects in C++? This list will help you:
Project | Stars | |
---|---|---|
1 | Riskfolio-Lib | 2,682 |
2 | moneymanagerex | 1,647 |
3 | trade-frame | 424 |
4 | ain | 397 |
5 | TOSDataBridge | 308 |
6 | volesti | 139 |
7 | terminal-finances | 125 |
8 | QuantPDE | 54 |
9 | yahoo-finance | 40 |
10 | fix-protocol | 20 |
11 | RatCoin-2.0 | 12 |
12 | ThinkingInSimd | 3 |
13 | LeverageCalculator | 2 |
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