GitHub - chunlai67/xcb: XCUBE, a real-time computing framework specialized for China's derivatives market

chunlai67 / xcb Public

forked from rootusr/xcube

Notifications You must be signed in to change notification settings
Fork 0
Star 0

XCUBE, a real-time computing framework specialized for China's derivatives market

GPL-2.0 license

0 stars 22 forks Branches Tags Activity

Star

Notifications

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 120 Commits
conf		conf
ctp		ctp
devel		devel
doc		doc
femas		femas
include		include
m4		m4
misc		misc
nagios		nagios
sec		sec
sec2		sec2
src		src
tap		tap
test		test
xspeed		xspeed
xspeed2		xspeed2
.gitattributes		.gitattributes
AUTHORS		AUTHORS
COPYING		COPYING
ChangeLog		ChangeLog
INSTALL		INSTALL
Makefile.am		Makefile.am
Makefile.in		Makefile.in
NEWS		NEWS
README		README
TODO		TODO
aclocal.m4		aclocal.m4
compile		compile
config.guess		config.guess
config.sub		config.sub
configure		configure
configure.ac		configure.ac
depcomp		depcomp
install-sh		install-sh
karma		karma
ltmain.sh		ltmain.sh
missing		missing
xcb.init		xcb.init
xcb.logrotate		xcb.logrotate
xcb.spec		xcb.spec

Repository files navigation

XCUBE -- A real-time computing framework specialized for China's derivatives market

At our company, XCUBE is a substantial part of our market making system, and we
mainly use it to compute implied volatilities, greeks, and theoretical prices almost
every 'tick'.  Although the framework is designed for heavyload derivatives computing,
you can always run your own real-time indicators blazing fast on this babe.