Skip to content
#

cplusplus20

Here are 13 public repositories matching this topic...

C++20 macro trading system: PCA regime classification on 8-factor surprise covariance, Kelly sizing, IB Gateway execution. Sharpe 0.28, Calmar 0.65, 3.2% max drawdown on 17-year FRED backtest.

  • Updated May 31, 2026
  • C++

Add this topic to your repo

To associate your repository with the cplusplus20 topic, visit your repo's landing page and select "manage topics."

Learn more