Update on C++ Algo Trading/ Data Analysis tool

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading

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  • DataFrame

    C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

  • Tiger

    C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators (by hosseinmoein)

  • Yes, I have. As matter of fact I have another open source (https://github.com/hosseinmoein/Matrix) that uses this technique.

  • 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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  • FastTest

  • Not sure exactly, depends a lot on your existing implementation. I implemented it as a C++ class that overloads the () operator to access the underlying data. For reference here is my implementation of it: https://github.com/ntorm1/FastTest/blob/main/include/Asset.h

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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