C++

I've continued to focus on improving my approach to backtesting, by rebuilding the backtesting engine in C++. C++ is often used in algorithmic trading, risk management, and financial modeling. Its features such as object-oriented programming, templates, and the Standard Template Library (STL) make it a popular choice among quantitative engineers and developers.

📄️ C++ Backtesting System

Rebuilding my backtesting system in C++ for performance at scale

📄️ Testing a C++ project in Xcode with XCTest

In this post, I'm going to document how to setup a C++ program in XCode and test using the XCTest framework

📄️ For Loop Optimisation: Parsing Tick Data at Speed

Two approaches to parsing tick data in C++