Quant Finance C++ Applications

Welcome to the Quant Finance C++ Applications landing Page

This project simulates a trading engine that processes orders in parallel, mimicking the behavior of a financial market order book. The application utilizes multi-threading to handle large volumes of orders efficiently and supports market, limit, and stop orders.

C++ Console Applications

1. ConcurrentCandle A Orderbook simulation console application processes orders in parallel, mimicking the behavior of a financial market order book.
2. VanillaVision A Twin Pricing Comparator is a C++ console application comparing the pricing of European vanilla Options using both the Black-Scholes analytical solution and the Monte Carlo simulation method.

License This project is licensed under the MIT License - see the LICENSE file for details.