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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:

  1. Matrix Manipulation Functions
  2. Correlation, Covariance and Volatility of two assets
  3. Garch Model of Asset Prices
  4. Calculate the distance between two nodes
  5. Find factorial using recursion
  6. Generate Random Number from Specified Probability Distribution
  7. Code to check if two matrices are multipliable
  8. Schonhage-Strassen Algorithm - Multiply 2 numbers
  9. Merton Jump Diffusion - See separate repository