Python toolkit for quantitative finance
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Dec 17, 2024 - Jupyter Notebook
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derivatives
Here are 364 public repositories matching this topic...
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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Oct 7, 2024 - Jupyter Notebook
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
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Dec 27, 2024 - C++
automatic differentiation made easier for C++
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Nov 13, 2024 - C++
Synthetix Solidity smart contracts
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Nov 13, 2024 - JavaScript
Open source analytics and market risk library from OpenGamma
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Dec 23, 2024 - Java
A hopefully comprehensive guide to the defi derivative landscape
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Sep 25, 2023
A library for financial options pricing written in Python.
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Nov 18, 2022 - Python
Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.
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Jul 6, 2023 - Python
Quantitative Finance tools
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Jul 6, 2023 - Python
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
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Dec 7, 2024 - Elixir
The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
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Oct 16, 2024 - Python
☕ Symja - computer algebra language & symbolic math library. A collection of popular algorithms implemented in pure Java.
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Dec 25, 2024 - Java
Powerful automatic differentiation in C++ and Python
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Dec 5, 2024 - C++
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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Sep 1, 2024 - Python
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
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Nov 18, 2024 - Java
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
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Nov 19, 2024 - Julia
Automated, smooth, N'th order derivatives of non-uniformly sampled time series data
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Oct 20, 2024 - Python
The Greatest Collection of anything related to finance and crypto
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Jul 29, 2023 - Jupyter Notebook
Financial Derivatives Calculator with 168+ Models (Options Calculator)
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Dec 8, 2024 - C++
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