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Building a High-Performance C++ Backtesting Framework

https://dolphindb.com/blogs/46

by CrazyTomato • 14 days ago

14 2 14 days ago

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jimaway123• 8 days ago

Can anyone comment on the suitability of databases of any kind as the data source for running a "high frequency trading" backtest? The fact that the market data ticks are in a database doesn't seem that helpful, given that the order book state needs to be built up by processing all previous ticks since market open anyway.

westurner• 8 days ago

paperswithbacktest/awesome-systematic-trading only mentions c++ twice: https://github.com/paperswithbacktest/awesome-systematic-tra...

pwb-alphaevolve: https://github.com/paperswithbacktest/pwb-alphaevolve

backtesting > C++ GitHub Topics https://github.com/topics/backtesting?l=c%2B%2B

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