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Python toolkit for quantitative finance
Created
2018-12-14
338 commits to master branch, last one 3 days ago
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Created
2019-10-27
1,146 commits to master branch, last one about a month ago
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-c...
Created
2012-10-31
16,228 commits to main branch, last one 8 hours ago
automatic differentiation made easier for C++
Created
2018-07-19
589 commits to main branch, last one 14 days ago
Synthetix Solidity smart contracts
Created
2017-11-30
5,127 commits to develop branch, last one 2 hours ago
Open source analytics and market risk library from OpenGamma
Created
2014-06-16
4,741 commits to main branch, last one 14 days ago
A hopefully comprehensive guide to the defi derivative landscape
Created
2022-01-01
24 commits to main branch, last one about a year ago
A library for financial options pricing written in Python.
Created
2020-08-17
31 commits to master branch, last one about a year ago
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 alloc...
This repository has been archived
(exclude archived)
Created
2019-03-05
523 commits to dev branch, last one about a year ago
Quantitative Finance tools
Created
2018-07-04
18 commits to master branch, last one 3 years ago
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Created
2017-07-28
1,999 commits to main branch, last one about a year ago
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 Ind...
Created
2020-06-20
147 commits to master branch, last one about a year ago
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Created
2017-06-03
122 commits to master branch, last one 2 years ago
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Created
2020-02-15
1,758 commits to develop branch, last one 8 days ago
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
Created
2017-01-11
454 commits to master branch, last one 26 days ago
Comprehensive automatic differentiation in C++
Created
2022-07-07
371 commits to main branch, last one 7 days ago
The Greatest Collection of anything related to finance and crypto
Created
2019-05-14
47 commits to master branch, last one 10 months ago
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Created
2012-12-11
239 commits to master branch, last one 4 months ago
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created
2017-11-17
135 commits to master branch, last one 11 months ago
Simple backtesting software for options
Created
2019-05-08
195 commits to master branch, last one about a year ago
Python Financial ENGineering (PyFENG package in PyPI.org)
Created
2021-02-26
676 commits to main branch, last one about a month ago
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation det...
Created
2019-12-16
196 commits to master branch, last one about a year ago
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Created
2017-02-07
10 commits to master branch, last one about a year ago
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Created
2020-08-11
230 commits to master branch, last one 3 years ago
Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux
Created
2019-03-10
311 commits to master branch, last one 2 years ago
A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.
Created
2022-06-23
30 commits to main branch, last one 3 months ago
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the sp...
Created
2022-07-13
56 commits to main branch, last one about a year ago
FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
Created
2019-04-17
375 commits to master branch, last one 8 months ago
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and a...
Created
2023-03-31
560 commits to main branch, last one 2 days ago
Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. :runner:
This repository has been archived
(exclude archived)
Created
2014-09-01
38 commits to master branch, last one 8 months ago