C++ Programs for Quantitative Research and Decision Making
- These quant research tools built in C++ are able to
manipulate data to produce useful outputs
- These outputs can then be applied towards useful decision making and application.
LIST OF C++ Quant Tools in this repo:
- Matrix Manipulation Functions
- Correlation, Covariance and Volatility of two assets
- Garch Model of Asset Prices
- Calculate the distance between two nodes
- Find factorial using recursion
- Generate Random Number from Specified Probability Distribution
- Code to check if two matrices are multipliable
- Schonhage-Strassen Algorithm - Multiply 2 numbers
- Merton Jump Diffusion - See separate repository