A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.

🚧 Work in Progress This project is actively being developped. Contributions, feedback and ideas are welcome!

• GBM + Jump Tick Simulation Simulates realistic tick-level price movements using Geometric Brownian Motion with jumps.
• Pluggable Strategy Interface Easily add or modify trading strategies (Mean Reversion, Breakout, Spread, etc...)
• Multi-Strategy Execution Backtest several strategies in parallel on the same tick stream.
• Dockerized Fully containerized, just build and run with Docker in a few seconds.
• Performance Monitoring Execution time logging to benchmark strategies and engine throughput.

• MeanReversionSimple
• BreakoutStrategy
• SpreadStrategy

Each strategy runs on the same tick series with configurable parameters and initial capital.

• Docker
• Git

docker build -t backtest-engine .