Python toolkit for quantitative finance
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
翻译 - 一个Python金融库，专注于金融衍生产品（包括固定收益，股票，外汇和信用衍生产品）的定价和风险管理。
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...
automatic differentiation made easier for C++
#区块链#Synthetix Solidity smart contracts
翻译 - Synthetix Solidity 智能合约
Open source analytics and market risk library from OpenGamma
#Awesome# A hopefully comprehensive guide to the defi derivative landscape
翻译 - 一份有希望的关于 defi 衍生品领域的综合指南
A library for financial options pricing written in Python.
#区块链#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...
Quantitative Finance tools
#区块链#A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
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...
#安卓#☕ Symja - computer algebra language & symbolic math library. A collection of popular algorithms implemented in pure Java.
#计算机科学#Powerful automatic differentiation in C++ and Python
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
Machine Learning with Symbolic Tensors
Automated, smooth, N'th order derivatives of non-uniformly sampled time series data
Financial Derivatives Calculator with 171+ Models (Options Calculator)