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wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://wilsonfreitas.github.io/awesome-quant/
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C++ ? Library? #107

Closed rburkholder closed 3 years ago

rburkholder commented 3 years ago

Not sure how to categorize it, otherwise I'd do a pull request.

Put this under C++ or under Libraries at the end?

C++ 17 based library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution

https://github.com/rburkholder/trade-frame

With real time option greek calculations at:

https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions

rburkholder commented 3 years ago

Created a pull request.