quantitative-finance

FinceptTerminal is a modern finance application offering advanced market analytics, investment research, and economic data tools, designed for interactive exploration and data-driven decision-making in a user-friendly environment.

The QuantLib C++ library

Portfolio Optimization in Python

ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

Open Source Risk Engine

A compiler, optimizer and executor for financial expressions and factors

A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance

Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Open-source C++17 engine for backtesting and forward execution, with a versioned C ABI; Pine Script v6 runs through code generation. Against TradingView's own trade lists, all 7,989 graded probes (309 open-corpus strategies, 741 closed-test scripts) grade excellent or strong: 7,983 excellent, 6 strong. Apache-2.0.

Hybrid Event-driven and Vectorized Strategy Backtesting Library

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

Personal Project that implements a variety of HFT strategies in C++

QuantLib ported to C++17 and with all Boost dependency removed

Exchange-grade CLOB matching engine + microstructure analytics in C++20

QuantLib with AAD

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

开放信号聚合ensemble框架。