C++ Finance

Open-source C++ projects categorized as Finance

Top 13 C++ Finance Projects

  • Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  • Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
  • moneymanagerex

    Money Manager Ex is an easy to use, money management application built with wxWidgets

  • Project mention: Replacement for StockMarketEye? | /r/StockMarketEye | 2023-09-08

    https://moneymanagerex.org hey they have Mac app, it's free... but also it's free...

  • 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.

    WorkOS logo
  • 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 ]

  • Project mention: Automated Trading | /r/options | 2023-06-11

    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 ....

  • ain

    DeFi Blockchain - enabling decentralized finance on Bitcoin (by DeFiCh)

  • Project mention: Bridging from defi oracle meta mainnet? | /r/defiblockchain | 2023-07-12
  • 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.

  • volesti

    Practical volume computation and sampling in high dimensions

  • terminal-finances

    Personal Financial Management

  • 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.

    InfluxDB logo
  • QuantPDE

    A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.

  • Project mention: Python Package for Exotic Derivatives | /r/quant | 2023-06-12

    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.

  • yahoo-finance

    C++ library to get stock data from Yahoo Finance (by foxadb)

  • fix-protocol

    FIX 4.4 session layer implementation for a single pair of initiator (client) and acceptor (server) over TCP

  • 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

  • ThinkingInSimd

    An essay comparing performance implications of ignoring AVX acceleration

  • Project mention: Fastest Branchless Binary Search | news.ycombinator.com | 2023-08-11

    > 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...

  • 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: 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).

C++ Finance related posts

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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