AcadiaSoft / simm-lib
☆59Updated 5 months ago
Related projects: ⓘ
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆28Updated 7 years ago
- ☆48Updated 3 months ago
- QuantLib wrappers to other languages☆339Updated this week
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆488Updated 2 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆232Updated 7 months ago
- Open source analytics and market risk library from OpenGamma☆841Updated 2 weeks ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆117Updated last week
- Financial Derivatives Calculator with 168+ Models (Options Calculator)☆193Updated 2 months ago
- Documentation for QuantLib-Python☆85Updated last month
- Python tools to quantitatively manage financial risk☆63Updated 4 years ago
- The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.☆79Updated 5 months ago
- Quant DSL☆337Updated 6 years ago
- ☆45Updated last month
- A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…☆121Updated this week
- Open Source Risk Engine☆485Updated last month
- Interactive Brokers API for Matlab☆62Updated 2 years ago
- QSTrader☆124Updated 5 years ago
- A Java framework for backtesting and trading☆56Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- Vectorized backtester and trading engine for QuantRocket☆199Updated last month
- ☆296Updated 6 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆146Updated 5 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆54Updated 5 years ago
- Python LIbrary for reading DTN's IQFeed☆171Updated 2 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆109Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆126Updated last year
- JQuantLib is a library for Quantitative Finance written in 100% Java☆124Updated 8 years ago
- ☆84Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆110Updated 10 months ago
- Fast and scalable construction of risk parity portfolios☆285Updated 3 months ago